V-Lab: Caledonia Investments PLC/fund GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Caledonia Investments PLC/fund GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, September 20th, 2024:350.90% (-23.39%)

Analysis last updated: Saturday, September 21, 2024 at 12:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	837.0578	12.48
$α$	0.0683	154.21
$β$	0.9990	12487.50
$ν$	2	500345.25

Estimation Period:
Jan 2, 1990 to Sep 13, 2024

Other Caledonia Investments PLC/fund Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
MF2-GARCH