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

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V-Lab

Youngone Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:32.64% (-0.99%)

Analysis last updated: Wednesday, May 15, 2024 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.4033	9.26
$α$	0.0783	10.03
$β$	0.9150	98.70
$ν$	5	3.46

Estimation Period:
Jul 30, 2009 to May 14, 2024