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

V-Lab

| |

V-Lab

DCM Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:14.61% (-0.97%)

Analysis last updated: Thursday, May 16, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	45.1559	7.92
$α$	0.0785	109.51
$β$	0.9990	8256.20
$ν$	3	317.11

Estimation Period:
Aug 18, 1999 to May 14, 2024