V-Lab: IsuPetasys Co Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

IsuPetasys Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:71.07% (-3.22%)

Analysis last updated: Friday, May 3, 2024 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	44.0817	8.19
$α$	0.0538	74.17
$β$	0.9984	5770.94
$ν$	4	49.90

Estimation Period:
Aug 30, 2000 to Apr 30, 2024