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

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V-Lab

Dexia SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 2nd, 2019:200.06% (+28.30%)

Analysis last updated: Monday, March 1, 2021 at 05:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	15.7109	7.60
$α$	0.0964	95.20
$β$	0.9970	2873.06
$ν$	4	38.47

Estimation Period:
Nov 19, 1996 to Nov 29, 2019