V-Lab: Boryung GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Boryung GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:42.65% (+4.77%)

Analysis last updated: Saturday, April 20, 2024 at 12:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10.0121	6.00
$α$	0.0916	32.18
$β$	0.9779	247.32
$ν$	4	13.31

Estimation Period:
Jan 3, 1990 to Apr 12, 2024