V-Lab: Seven Group Holdings Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Seven Group Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:25.09% (-0.30%)

Analysis last updated: Saturday, April 27, 2024 at 07:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.7904	4.20
$α$	0.0564	17.99
$β$	0.9834	230.58
$ν$	5	4.42

Estimation Period:
Apr 30, 2010 to Apr 26, 2024