V-Lab: Kocref Reit 8 GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Kocref Reit 8 GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, December 26th, 2014:107.58% (+19.55%)

Analysis last updated: Monday, March 1, 2021 at 05:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	66.9609	2.26
$α$	0.1352	16.57
$β$	0.9263	28.34
$ν$	2	479.15

Estimation Period:
Jun 15, 2006 to Dec 24, 2014