V-Lab: Slater & Gordon Ltd MF2-GARCH Volatility Analysis

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V-Lab

Slater & Gordon Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 3rd, 2023:26.36% (-0.19%)

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
$m$	21
$α$	0.2926	17.71
$β$	0.6371	32.11
$γ$	-0.0848	-5.14
$λ_{1}$	0.0290	2.72
$λ_{2}$	0.0153	5.42
$λ_{3}$	0.9825	256.47

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

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Volatility Forecasts