V-Lab: Bunge Global SA GAS-GARCH Student T Volatility Analysis

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V-Lab

Bunge Global SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:24.48% (-1.13%)

Analysis last updated: Tuesday, April 23, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.1144	5.71
$α$	0.0526	43.19
$β$	0.9912	661.71
$ν$	4	20.07

Estimation Period:
Aug 2, 2001 to Apr 19, 2024