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

V-Lab

| |

V-Lab

Aprogen Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:119.78% (-15.51%)

Analysis last updated: Saturday, April 27, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	26.3196	4.82
$α$	0.1225	39.24
$β$	0.9723	163.84
$ν$	3	25.05

Estimation Period:
Jul 10, 1995 to Apr 26, 2024