V-Lab
AXA Mansard Insurance PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:20,007.76% (-2,235.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.5878 | 2.20 | |
| 0.0760 | 133.48 | |
| 0.9990 | 2,448.53 | |
| 2.0000 | 10,810.82 |
Estimation Period:
May 20, 2010 to May 16, 2025
May 20, 2010 to May 16, 2025
Other AXA Mansard Insurance PLC Analyses
Other GAS-GARCH Student T Analyses on International Equities