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

V-Lab

| |

V-Lab

Toll Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 15th, 2015:9.47% (-0.07%)

Analysis last updated: Monday, March 1, 2021 at 05:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.6715	4.85
$α$	0.0652	52.15
$β$	0.9944	962.66
$ν$	4	23.50

Estimation Period:
Oct 12, 1993 to May 8, 2015