V-Lab: ANA Holdings Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

ANA Holdings Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:21.60% (+0.23%)

Analysis last updated: Saturday, April 20, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5738	5.35
$α$	0.0715	32.55
$β$	0.9870	397.18
$ν$	6	7.68

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