V-Lab: 3M Co GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

3M Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:21.71% (-0.83%)

Analysis last updated: Tuesday, April 23, 2024 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3933	3.59
$α$	0.0540	31.76
$β$	0.9913	400.06
$ν$	4	9.76

Estimation Period:
Jan 2, 1990 to Apr 19, 2024