V-Lab: SPC SAMLIP GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

SPC SAMLIP GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:14.78% (-0.59%)

Analysis last updated: Saturday, May 18, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	33.5507	6.81
$α$	0.1061	110.76
$β$	0.9971	2474.08
$ν$	4	50.47

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