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

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V-Lab

AUK Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:38.30% (+2.27%)

Analysis last updated: Sunday, April 21, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	23.0539	2.82
$α$	0.0885	67.27
$β$	0.9936	444.35
$ν$	4	28.33

Estimation Period:
Oct 16, 1996 to Apr 19, 2024