V-Lab: Capro Corp GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Capro Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:5.98% (0.00%)

Analysis last updated: Sunday, April 21, 2024 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	22.5809	14.29
$α$	0.0903	171.39
$β$	0.9987	10403.05
$ν$	2	2474.57

Estimation Period:
Jan 3, 1990 to Apr 19, 2024