V-Lab: Cia Hering GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Cia Hering GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 20th, 2021:44.69% (+1.96%)

Analysis last updated: Saturday, September 18, 2021 at 09:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	105.6117	6.32
$α$	0.0755	46.90
$β$	0.9990	5020.10
$ν$	4	19.36

Estimation Period:
Oct 15, 1999 to Sep 17, 2021