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

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V-Lab

Farmsco GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.10% (-1.78%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	15.2483	4.12
$α$	0.1045	42.51
$β$	0.9807	212.32
$ν$	3	18.47

Estimation Period:
Oct 25, 1999 to Apr 19, 2024