V-Lab: Tec & Co GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Tec & Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 28th, 2016:48.59% (+8.98%)

Analysis last updated: Monday, March 1, 2021 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	29.1585	4.16
$α$	0.1492	47.73
$β$	0.9794	194.90
$ν$	3	28.34

Estimation Period:
Jan 3, 1990 to Apr 22, 2016