V-Lab: Mosaic Co/The GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Mosaic Co/The GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:33.64% (-0.72%)

Analysis last updated: Friday, May 3, 2024 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.3517	4.55
$α$	0.0427	46.31
$β$	0.9959	1104.09
$ν$	5	11.11

Estimation Period:
Jan 2, 1990 to May 3, 2024