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

V-Lab

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V-Lab

Orora Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:28.92% (+3.06%)

Analysis last updated: Saturday, April 27, 2024 at 07:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7904	6.02
$α$	0.0983	8.79
$β$	0.9190	61.51
$ν$	4	3.49

Estimation Period:
Dec 18, 2013 to Apr 26, 2024