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

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V-Lab

Intergis Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:20.78% (-1.80%)

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
$ω$	19.6463	3.58
$α$	0.1180	68.11
$β$	0.9917	449.15
$ν$	3	37.42

Estimation Period:
Dec 16, 2011 to May 14, 2024