V-Lab: e-Starco Co Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

e-Starco Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:31.39% (-2.71%)

Analysis last updated: Saturday, May 11, 2024 at 03:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	30.4831	3.73
$α$	0.1276	51.89
$β$	0.9853	252.20
$ν$	3	28.07

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