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

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V-Lab

Tatts Group Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, December 14th, 2017:21.47% (+0.57%)

Analysis last updated: Monday, March 1, 2021 at 08:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1563	4.15
$α$	0.0460	14.31
$β$	0.9858	244.08
$ν$	6	3.23

Estimation Period:
Jul 7, 2005 to Dec 8, 2017