V-Lab
Aspen Venture Capital Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 4th, 2015:19.61% (-1.56%)
Analysis last updated: Monday, March 1, 2021 at 08:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8712 | 5.78 | |
| 0.0906 | 15.70 | |
| 0.9715 | 226.46 | |
| 5 | 6.05 |
Estimation Period:
Feb 20, 2003 to Oct 30, 2015
Feb 20, 2003 to Oct 30, 2015
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