V-Lab: D.I Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

D.I Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:95.07% (+10.21%)

Analysis last updated: Saturday, May 11, 2024 at 03:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	19.7569	4.39
$α$	0.1036	38.15
$β$	0.9828	246.30
$ν$	4	13.99

Estimation Period:
Jul 31, 1996 to May 3, 2024