V-Lab: Youngone Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Youngone Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:36.62% (-2.32%)

Analysis last updated: Wednesday, May 1, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.4178	9.27
$α$	0.0779	9.99
$β$	0.9149	98.68
$ν$	5	3.43

Estimation Period:
Jul 30, 2009 to Apr 30, 2024