V-Lab: Mullen Group Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Mullen Group Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:22.12% (-0.45%)

Analysis last updated: Saturday, May 18, 2024 at 04:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.0497	4.47
$α$	0.0517	36.25
$β$	0.9901	453.96
$ν$	4	13.67

Estimation Period:
Dec 14, 1993 to May 17, 2024