V-Lab: SAI Global Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

SAI Global Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, December 13th, 2016:13.42% (-0.12%)

Analysis last updated: Monday, March 1, 2021 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5111	3.62
$α$	0.0473	13.96
$β$	0.9868	265.55
$ν$	4	5.73

Estimation Period:
Dec 17, 2003 to Dec 9, 2016