V-Lab
Savanna Energy Services Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 26th, 2017:35.58% (+1.95%)
Analysis last updated: Monday, March 1, 2021 at 06:48 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 110.1505 | 7.46 | |
| 0.1076 | 66.16 | |
| 0.9990 | 7345.41 | |
| 5 | 24.01 |
Estimation Period:
Jun 5, 2000 to Jun 23, 2017
Jun 5, 2000 to Jun 23, 2017
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