V-Lab
V-Lab
Immigon Portfolioabbau AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 1st, 2015:4.44% (0.00%)

Analysis last updated: Monday, March 1, 2021 at 09:06 PM UTC

Date Range:

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graph of Immigon Portfolioabbau AG GAS-GARCH-T
paramt-stat
ω60.72838.04
α0.30971329.36
β0.99908056.45
ν220000010.00
Estimation Period:
Jan 3, 1990 to Nov 27, 2015