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

V-Lab

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V-Lab

Pioneer Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, March 28th, 2019:23.29% (+4.53%)

Analysis last updated: Monday, March 1, 2021 at 08:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.7089	4.91
$α$	0.0582	33.47
$β$	0.9927	668.95
$ν$	6	9.36

Estimation Period:
Jan 3, 1990 to Mar 22, 2019