V-Lab: Kotipizza Group Oyj GAS-GARCH Student T Volatility Analysis

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V-Lab

Kotipizza Group Oyj GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, July 12th, 2019:15.67% (-0.71%)

Analysis last updated: Monday, March 1, 2021 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	6.6887	2.66
$α$	0.0946	30.10
$β$	0.9757	109.05
$ν$	2	39.50

Estimation Period:
Jul 7, 2015 to Jun 14, 2019