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

V-Lab

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V-Lab

Cullinan Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, March 14th, 2018:53467.31% (-549.51%)

Analysis last updated: Monday, March 1, 2021 at 08:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	56.4380	2.72
$α$	0.0643	91.04
$β$	0.9990	2912.54
$ν$	2	30303.06

Estimation Period:
Jan 2, 1990 to Feb 23, 2018