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 Monday, November 11th, 2024:352.60% (+25.76%)

Analysis last updated: Sunday, November 10, 2024 at 04:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1125.2650	12.45
$α$	0.0686	154.44
$β$	0.9990	12487.50
$ν$	2	667004.33

Estimation Period:
Jan 2, 1990 to Nov 8, 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