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

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V-Lab

Brambles Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:20.29% (+0.08%)

Analysis last updated: Saturday, April 27, 2024 at 07:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3676	5.48
$α$	0.0613	21.52
$β$	0.9794	233.31
$ν$	5	5.68

Estimation Period:
Jan 1, 1990 to Apr 26, 2024