V-Lab: GWA Group Ltd MF2-GARCH Volatility Analysis

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V-Lab

GWA Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:36.09% (-2.19%)

Analysis last updated: Thursday, May 16, 2024 at 07:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.1942	22.37
$β$	0.4323	18.93
$γ$	-0.1106	-11.98
$λ_{1}$	0.4509	0.54
$λ_{2}$	0.3440	0.68
$λ_{3}$	0.5518	0.78

Estimation Period:
May 20, 1993 to May 10, 2024

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