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

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V-Lab

INBIOGEN Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:5.13% (0.00%)

Analysis last updated: Sunday, May 19, 2024 at 12:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	23.7726	2.42
$α$	0.0908	292.84
$β$	0.9990	2424.76
$ν$	2	83333.33

Estimation Period:
Apr 2, 2008 to May 17, 2024