V-Lab: Seven West Media Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Seven West Media Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:55.95% (+3.05%)

Analysis last updated: Saturday, May 11, 2024 at 12:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.2570	6.27
$α$	0.0466	69.50
$β$	0.9977	3079.46
$ν$	5	29.58

Estimation Period:
Jan 10, 1992 to May 3, 2024