V-Lab: Nufarm Ltd/Australia GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Nufarm Ltd/Australia GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:33.94% (+2.50%)

Analysis last updated: Wednesday, May 1, 2024 at 03:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.8583	6.43
$α$	0.0507	56.42
$β$	0.9919	927.83
$ν$	3	31.49

Estimation Period:
Sep 5, 1990 to Apr 26, 2024