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

V-Lab

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V-Lab

Fursys Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:30.27% (-0.17%)

Analysis last updated: Saturday, May 11, 2024 at 03:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	25.5505	9.86
$α$	0.0948	117.20
$β$	0.9984	6441.56
$ν$	3	211.99

Estimation Period:
Dec 25, 1996 to May 3, 2024