V-Lab
V-Lab
Bermuda Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, April 12th, 2024:125.04% (-4.65%)

Analysis last updated: Friday, April 12, 2024 at 11:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bermuda Stock Exchange Index GAS-GARCH-T
paramt-stat
ω318.530810.51
α0.0297111.52
β0.99909424.53
ν22000226.00
Estimation Period:
Jun 14, 1994 to Mar 28, 2024