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

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V-Lab

Maniker Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:23.48% (-1.69%)

Analysis last updated: Thursday, May 9, 2024 at 12:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	15.3084	3.42
$α$	0.1547	33.69
$β$	0.9673	102.50
$ν$	3	24.61

Estimation Period:
Dec 13, 2000 to May 3, 2024