V-Lab: Village Roadshow Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Village Roadshow Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, December 17th, 2020:25.86% (-0.27%)

Analysis last updated: Monday, March 1, 2021 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.1631	10.11
$α$	0.1204	20.23
$β$	0.8889	78.26
$ν$	3	15.71

Estimation Period:
Jan 1, 1990 to Dec 4, 2020