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

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V-Lab

Comtec Systems Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:25.59% (-1.16%)

Analysis last updated: Thursday, May 9, 2024 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	30.6536	3.01
$α$	0.1162	49.11
$β$	0.9862	214.33
$ν$	3	24.57

Estimation Period:
Feb 12, 1997 to May 3, 2024