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

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V-Lab

Nexolon Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 17th, 2017:442.26% (-1.13%)

Analysis last updated: Monday, March 1, 2021 at 06:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	51.2272	2.29
$α$	0.1833	18.29
$β$	0.9399	37.14
$ν$	3	18.14

Estimation Period:
Oct 14, 2011 to Apr 14, 2017