V-Lab
Alpha Services and Holdings SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:34.55% (-2.41%)
Analysis last updated: Friday, May 3, 2024 at 12:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.7760 | 5.43 | |
| 0.0867 | 67.66 | |
| 0.9958 | 1340.19 | |
| 5 | 22.24 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Jan 1, 1990 to Apr 30, 2024
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