V-Lab: Cosmax BTI Inc GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Cosmax BTI Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:26.60% (-1.71%)

Analysis last updated: Thursday, May 16, 2024 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	63.2333	6.15
$α$	0.0828	90.19
$β$	0.9982	3884.10
$ν$	4	64.07

Estimation Period:
Feb 7, 2002 to May 14, 2024