V-Lab: Virtus Health Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Virtus Health Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, August 8th, 2022:21.20% (-1.40%)

Analysis last updated: Saturday, August 6, 2022 at 06:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	6.6933	6.33
$α$	0.0731	50.72
$β$	0.9940	1051.90
$ν$	4	45.58

Estimation Period:
Jun 11, 2013 to Aug 5, 2022