V-Lab: Kocref Reit15 GAS-GARCH Student T Volatility Analysis

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V-Lab

Kocref Reit15 GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, October 16th, 2015:324.40% (-29.61%)

Analysis last updated: Monday, March 1, 2021 at 06:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	236.9161	9.36
$α$	0.0756	64.41
$β$	0.9962	2560.95
$ν$	2	51365.26

Estimation Period:
Jan 29, 2010 to Oct 8, 2015