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

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V-Lab

STX Engine Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:49.75% (-6.39%)

Analysis last updated: Tuesday, May 7, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	30.8431	2.96
$α$	0.1217	42.89
$β$	0.9814	158.69
$ν$	3	25.76

Estimation Period:
May 10, 2004 to May 3, 2024