V-Lab: Sempio Co GAS-GARCH Student T Volatility Analysis

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V-Lab

Sempio Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:37.06% (-1.90%)

Analysis last updated: Wednesday, May 1, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	53.8155	6.72
$α$	0.1182	158.18
$β$	0.9956	1590.45
$ν$	2	355.63

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