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

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V-Lab

Seven Group Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:25.72% (-0.56%)

Analysis last updated: Saturday, May 11, 2024 at 12:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.7907	4.18
$α$	0.0562	17.90
$β$	0.9834	229.17
$ν$	5	4.41

Estimation Period:
Apr 30, 2010 to May 3, 2024