V-Lab: Wesfarmers Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Wesfarmers Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:23.22% (+1.70%)

Analysis last updated: Saturday, May 18, 2024 at 08:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0446	8.19
$α$	0.0767	26.05
$β$	0.9740	278.99
$ν$	5	7.13

Estimation Period:
Jan 1, 1990 to May 17, 2024