V-Lab: Freehold Royalties Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Freehold Royalties Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:18.79% (-0.36%)

Analysis last updated: Wednesday, May 8, 2024 at 08:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.2814	5.28
$α$	0.0685	34.39
$β$	0.9909	601.26
$ν$	5	10.63

Estimation Period:
Feb 20, 1997 to May 3, 2024