V-Lab: Reject Shop Ltd/The GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Reject Shop Ltd/The GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:24.12% (-1.16%)

Analysis last updated: Wednesday, May 1, 2024 at 03:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1276	6.71
$α$	0.1155	15.55
$β$	0.9226	78.83
$ν$	4	8.67

Estimation Period:
Jun 1, 2004 to Apr 26, 2024