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

V-Lab

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V-Lab

Aeon Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:22.71% (+0.06%)

Analysis last updated: Thursday, April 18, 2024 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.8653	5.95
$α$	0.0627	62.52
$β$	0.9958	1488.48
$ν$	6	15.01

Estimation Period:
Jan 3, 1990 to Apr 12, 2024