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

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V-Lab

Metalabs Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:38.78% (-0.91%)

Analysis last updated: Thursday, April 18, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	20.6142	2.79
$α$	0.1204	29.44
$β$	0.9712	90.96
$ν$	3	21.97

Estimation Period:
Dec 26, 2006 to Apr 12, 2024