V-Lab: E1 Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

E1 Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:20.47% (-1.49%)

Analysis last updated: Thursday, May 9, 2024 at 12:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.6122	5.75
$α$	0.1044	37.14
$β$	0.9733	198.51
$ν$	3	20.18

Estimation Period:
Aug 27, 1997 to May 3, 2024