V-Lab
DB Financial Investment Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:20.29% (-1.28%)
Analysis last updated: Wednesday, May 1, 2024 at 09:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 20.3666 | 6.31 | |
| 0.0868 | 102.39 | |
| 0.9974 | 2604.15 | |
| 5 | 45.47 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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