V-Lab: TPG Corp Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

TPG Corp Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, June 30th, 2020:41.63% (-1.98%)

Analysis last updated: Monday, March 1, 2021 at 06:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.8356	3.76
$α$	0.0566	36.99
$β$	0.9918	466.28
$ν$	4	11.39

Estimation Period:
May 10, 2001 to Jun 26, 2020