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 Tuesday, May 7th, 2024:5.03% (0.00%)

Analysis last updated: Tuesday, May 7, 2024 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	19.8010	15.28
$α$	0.0883	184.63
$β$	0.9989	13319.05
$ν$	2	5674.05

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