V-Lab: George Weston Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

George Weston Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:19.74% (+1.08%)

Analysis last updated: Thursday, May 9, 2024 at 12:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8221	4.88
$α$	0.0466	31.37
$β$	0.9890	463.22
$ν$	4	8.96

Estimation Period:
Jan 1, 1990 to May 3, 2024