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

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V-Lab

PanAust Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, June 10th, 2015:17.53% (-0.18%)

Analysis last updated: Monday, March 1, 2021 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	80.3024	8.61
$α$	0.0723	74.43
$β$	0.9984	5770.83
$ν$	4	51.17

Estimation Period:
Jan 2, 1996 to Jun 5, 2015