V-Lab: Slater & Gordon Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Slater & Gordon Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 3rd, 2023:24.39% (-0.05%)

Analysis last updated: Wednesday, May 3, 2023 at 11:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	19.1562	4.18
$α$	0.1681	28.35
$β$	0.9505	80.51
$ν$	3	30.84

Estimation Period:
May 21, 2007 to Apr 28, 2023