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

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V-Lab

SG Global Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:33.64% (-3.11%)

Analysis last updated: Thursday, May 16, 2024 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	27.9927	4.80
$α$	0.1480	41.27
$β$	0.9749	183.42
$ν$	4	21.81

Estimation Period:
Jan 3, 1990 to May 14, 2024