V-Lab: Laird PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

Laird PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, July 2nd, 2018:14.88% (-0.40%)

Analysis last updated: Monday, March 1, 2021 at 05:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	44.3692	11.35
$α$	0.0533	121.05
$β$	0.9983	7130.96
$ν$	2	4315.00

Estimation Period:
Jan 2, 1990 to Jun 29, 2018