V-Lab: Aprogen Biologics GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Aprogen Biologics GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:69.05% (-8.98%)

Analysis last updated: Thursday, May 16, 2024 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	36.7858	4.96
$α$	0.1323	53.84
$β$	0.9877	405.98
$ν$	4	25.16

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