V-Lab: Trade Me Group Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Trade Me Group Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2019:12.18% (-0.38%)

Analysis last updated: Monday, March 1, 2021 at 07:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5789	3.51
$α$	0.0799	12.43
$β$	0.9779	156.87
$ν$	5	4.55

Estimation Period:
Dec 13, 2011 to Apr 26, 2019