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

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V-Lab

Comtec Systems Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:34.40% (-0.81%)

Analysis last updated: Sunday, April 21, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	29.9273	3.05
$α$	0.1162	47.50
$β$	0.9855	206.38
$ν$	3	23.83

Estimation Period:
Feb 12, 1997 to Apr 19, 2024