V-Lab: Navitas Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Navitas Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, June 25th, 2019:5.56% (-0.15%)

Analysis last updated: Monday, March 1, 2021 at 05:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2219	10.34
$α$	0.0473	64.94
$β$	0.9990	7625.95
$ν$	3	202.94

Estimation Period:
Dec 15, 2004 to Jun 21, 2019