V-Lab: Acrux Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Acrux Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:71.89% (+1.25%)

Analysis last updated: Thursday, April 18, 2024 at 07:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	17.2412	4.14
$α$	0.0545	25.15
$β$	0.9837	258.73
$ν$	3	15.87

Estimation Period:
Sep 29, 2004 to Apr 12, 2024