V-Lab: TP GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

TP GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:40.12% (+2.33%)

Analysis last updated: Wednesday, May 1, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	14.7770	3.26
$α$	0.0972	33.17
$β$	0.9869	238.61
$ν$	4	12.49

Estimation Period:
Dec 27, 1994 to Apr 30, 2024