V-Lab: FGN Real Estate Development Investment Trust Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

FGN Real Estate Development Investment Trust Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, October 29th, 2014:99.19% (-34.99%)

Analysis last updated: Monday, March 1, 2021 at 08:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	85.5715	2.48
$α$	0.2180	24.58
$β$	0.9531	51.81
$ν$	3	24.63

Estimation Period:
May 3, 2010 to Oct 24, 2014

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