V-Lab: Wotif.com Holdings Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Wotif.com Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, November 7th, 2014:16.06% (-0.58%)

Analysis last updated: Monday, March 1, 2021 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	9.3744	5.09
$α$	0.0601	47.23
$β$	0.9939	842.97
$ν$	3	39.94

Estimation Period:
Jun 2, 2006 to Oct 31, 2014