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

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V-Lab

REA Group Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:30.51% (+2.72%)

Analysis last updated: Thursday, May 16, 2024 at 07:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	47.1700	6.25
$α$	0.0670	78.52
$β$	0.9990	7345.59
$ν$	4	31.51

Estimation Period:
Dec 1, 1999 to May 10, 2024