V-Lab: HS Ad GAS-GARCH Student T Volatility Analysis

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V-Lab

HS Ad GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:13.08% (-0.29%)

Analysis last updated: Saturday, May 11, 2024 at 03:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	33.3238	6.59
$α$	0.0796	99.30
$β$	0.9990	6842.47
$ν$	3	128.08

Estimation Period:
Aug 11, 1999 to May 3, 2024