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

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V-Lab

NCC Group PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:502.65% (+48.63%)

Analysis last updated: Friday, May 3, 2024 at 03:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	623.6394	12.70
$α$	0.0643	116.10
$β$	0.9986	8252.70
$ν$	2	500329.00

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