V-Lab: Quabit Inmobiliaria SA GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Quabit Inmobiliaria SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 25th, 2021:39.66% (+4.52%)

Analysis last updated: Monday, May 24, 2021 at 06:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	29.7627	3.23
$α$	0.1584	27.49
$β$	0.9629	84.28
$ν$	3	22.02

Estimation Period:
May 24, 2006 to May 21, 2021