V-Lab: International Public Partnerships Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

International Public Partnerships Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:17.65% (+2.51%)

Analysis last updated: Tuesday, November 12, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2874	6.36
$α$	0.1044	91.81
$β$	0.9933	999.30
$ν$	3	99.77

Estimation Period:
Nov 7, 2006 to Nov 8, 2024

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