V-Lab: Guoco Group Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Guoco Group Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:38.52% (+4.86%)

Analysis last updated: Friday, May 3, 2024 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.6222	8.32
$α$	0.0873	128.76
$β$	0.9974	3463.17
$ν$	3	197.92

Estimation Period:
Jan 1, 1990 to Apr 30, 2024