V-Lab: Ascension Properties Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Ascension Properties Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, April 19th, 2017:45.86% (-26.96%)

Analysis last updated: Monday, March 1, 2021 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	80.8721	0.00
$α$	0.3722	0.02
$β$	0.8929	0.02
$ν$	2	0.23

Estimation Period:
Jun 12, 2012 to Apr 13, 2017