V-Lab: Stentys GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Stentys GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 23rd, 2019:76.58% (+7.39%)

Analysis last updated: Monday, March 1, 2021 at 08:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	20.8654	2.99
$α$	0.1601	37.00
$β$	0.9666	88.34
$ν$	3	40.77

Estimation Period:
Oct 22, 2010 to Jul 19, 2019