600 Group PLC/The GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Thursday, April 4th, 2024):
1 Day
3.42%
1 Week
3.97%
1 Month
5.66%
Analysis last updated: Monday, March 30, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 8.1778 | 31.79 | |
| 0.0703 | 371.78 | |
| 0.9990 | 29,382.35 | |
| 2.0001 | 2,000,050.00 |
Estimation Period:
Jan 2, 2007 to Mar 29, 2024
Jan 2, 2007 to Mar 29, 2024
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