V-Lab: Sempio Co GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Sempio Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:45.02% (+4.10%)

Analysis last updated: Wednesday, May 15, 2024 at 02:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	53.4657	6.69
$α$	0.1182	158.06
$β$	0.9956	1577.81
$ν$	2	351.45

Estimation Period:
Jan 3, 1990 to May 10, 2024