V-Lab: TCC Steel GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

TCC Steel GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:55.91% (-1.51%)

Analysis last updated: Wednesday, May 1, 2024 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	20.9874	6.34
$α$	0.0836	109.47
$β$	0.9967	2046.70
$ν$	4	78.85

Estimation Period:
Jan 3, 1990 to Apr 30, 2024