V-Lab: Sonic Healthcare Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Sonic Healthcare Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:21.28% (-1.16%)

Analysis last updated: Saturday, May 11, 2024 at 12:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.0747	6.45
$α$	0.0702	23.25
$β$	0.9783	335.71
$ν$	5	7.91

Estimation Period:
Jan 2, 1996 to May 3, 2024