V-Lab: Oberbank AG GAS-GARCH Student T Volatility Analysis

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V-Lab

Oberbank AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:0.00% (0.00%)

Analysis last updated: Thursday, May 2, 2024 at 03:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	0.00
$α$	0.0621	927.43
$β$	0.9968	26232.66
$ν$	2	666666.67

Estimation Period:
Jan 2, 1990 to Apr 30, 2024