V-Lab: Ten Network Holdings Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Ten Network Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, June 13th, 2017:80.32% (-5.93%)

Analysis last updated: Monday, March 1, 2021 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.0175	3.77
$α$	0.0763	31.01
$β$	0.9899	387.00
$ν$	5	10.36

Estimation Period:
Mar 31, 1998 to Jun 9, 2017