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

V-Lab

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V-Lab

Aprogen Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:56.89% (-6.58%)

Analysis last updated: Saturday, May 11, 2024 at 03:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	26.2018	4.84
$α$	0.1225	39.09
$β$	0.9721	163.12
$ν$	3	24.92

Estimation Period:
Jul 10, 1995 to May 3, 2024