V-Lab: TBH Global Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

TBH Global Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:36.91% (-1.84%)

Analysis last updated: Sunday, April 21, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	12.3754	4.33
$α$	0.0737	21.30
$β$	0.9732	152.15
$ν$	4	7.19

Estimation Period:
Dec 19, 2005 to Apr 19, 2024