V-Lab: Motonic Corp GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Motonic Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:12.31% (+0.72%)

Analysis last updated: Saturday, May 11, 2024 at 03:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	47.9881	9.45
$α$	0.0812	102.12
$β$	0.9990	10515.59
$ν$	4	77.00

Estimation Period:
Jan 14, 1994 to May 3, 2024