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

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V-Lab

Uangel Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:27.17% (-1.52%)

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
$ω$	13.1493	5.44
$α$	0.1269	26.94
$β$	0.9570	116.35
$ν$	4	13.31

Estimation Period:
Jul 1, 2003 to May 14, 2024