V-Lab: CCR SA GAS-GARCH Student T Volatility Analysis

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V-Lab

CCR SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:25.67% (+0.09%)

Analysis last updated: Thursday, May 2, 2024 at 04:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.8619	10.79
$α$	0.0680	28.10
$β$	0.9808	629.10
$ν$	7	6.12

Estimation Period:
Feb 4, 2002 to Apr 26, 2024