V-Lab: Reinet Investments SCA GAS-GARCH Student T Volatility Analysis

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V-Lab

Reinet Investments SCA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:37.06% (-4.57%)

Analysis last updated: Tuesday, April 30, 2024 at 08:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	11.9823	7.63
$α$	0.1458	15.93
$β$	0.8920	61.96
$ν$	3	13.26

Estimation Period:
Oct 21, 2008 to Apr 26, 2024