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

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V-Lab

Tabcorp Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:29.17% (-1.62%)

Analysis last updated: Saturday, May 11, 2024 at 12:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5252	5.15
$α$	0.0593	24.41
$β$	0.9832	292.53
$ν$	5	6.85

Estimation Period:
Aug 15, 1994 to May 3, 2024