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 13th, 2024:25.30% (-1.78%)

Analysis last updated: Monday, May 13, 2024 at 08:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0475	8.20
$α$	0.0770	26.04
$β$	0.9739	278.41
$ν$	5	7.14

Estimation Period:
Jan 1, 1990 to May 10, 2024