V-Lab: Wajax Corp GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Wajax Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:27.46% (-2.05%)

Analysis last updated: Saturday, May 4, 2024 at 05:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.6829	4.01
$α$	0.0884	43.94
$β$	0.9870	311.45
$ν$	3	22.71

Estimation Period:
May 9, 1996 to May 3, 2024