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

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V-Lab

Mondi PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:23.59% (-0.06%)

Analysis last updated: Saturday, May 11, 2024 at 01:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.7085	4.42
$α$	0.0498	25.96
$β$	0.9918	528.14
$ν$	6	5.66

Estimation Period:
Jun 29, 2007 to May 3, 2024