V-Lab: Kindred Group PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

Kindred Group PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:8.33% (-0.28%)

Analysis last updated: Friday, May 3, 2024 at 01:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.6990	10.58
$α$	0.0589	82.30
$β$	0.9984	6933.45
$ν$	3	184.82

Estimation Period:
Jun 8, 2004 to Apr 26, 2024