V-Lab: Charter Hall Group GAS-GARCH Student T Volatility Analysis

V-Lab

Charter Hall Group GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, June 3rd, 2025:25.09% (-0.62%)

Analysis last updated: Tuesday, June 3, 2025 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.0145	5.49
$α$	0.0497	38.10
$β$	0.9937	855.17
$ν$	5.1502	11.71

Estimation Period:
Jun 13, 2005 to May 30, 2025