V-Lab: Aprogen Biologics GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Aprogen Biologics GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:57.53% (+1.40%)

Analysis last updated: Wednesday, May 1, 2024 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	36.6986	4.97
$α$	0.1323	53.98
$β$	0.9878	410.06
$ν$	4	25.06

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