Farfetch Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:46.28% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86.9571 | 47.32 | |
| 0.2013 | 703.84 | |
| 0.9455 | 2,780.86 | |
| 2.0000 | 333,333.33 |
Estimation Period:
Oct 11, 2018 to Jun 4, 2025
Oct 11, 2018 to Jun 4, 2025
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