V-Lab: Petrofac Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Petrofac Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:92.96% (-7.32%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	11.5551	3.40
$α$	0.0790	30.13
$β$	0.9883	293.71
$ν$	4	10.26

Estimation Period:
Oct 3, 2005 to May 3, 2024