V-Lab: Worley Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Worley Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:31.02% (+5.53%)

Analysis last updated: Thursday, May 2, 2024 at 03:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.4511	3.55
$α$	0.0685	22.65
$β$	0.9860	228.83
$ν$	5	7.22

Estimation Period:
Nov 28, 2002 to Apr 26, 2024