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

V-Lab

| |

V-Lab

Bunge Global SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:24.43% (-0.01%)

Analysis last updated: Thursday, April 18, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.1131	5.71
$α$	0.0526	43.16
$β$	0.9912	660.82
$ν$	4	20.09

Estimation Period:
Aug 2, 2001 to Apr 12, 2024