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

V-Lab

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V-Lab

SEEK Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:27.72% (-1.22%)

Analysis last updated: Thursday, May 2, 2024 at 03:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.5462	4.45
$α$	0.0559	24.71
$β$	0.9882	334.18
$ν$	5	6.44

Estimation Period:
Apr 19, 2005 to Apr 26, 2024