V-Lab: Aurizon Holdings Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Aurizon Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:20.44% (+0.82%)

Analysis last updated: Friday, May 3, 2024 at 05:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1167	5.55
$α$	0.0678	12.66
$β$	0.9643	135.67
$ν$	5	3.86

Estimation Period:
Nov 22, 2010 to Apr 26, 2024