V-Lab: M2 Group Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

M2 Group Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, February 9th, 2016:39.32% (-1.11%)

Analysis last updated: Monday, March 1, 2021 at 06:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10.3603	3.82
$α$	0.0734	28.41
$β$	0.9875	336.91
$ν$	4	11.28

Estimation Period:
Oct 29, 2004 to Feb 5, 2016