V-Lab: E-MART Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

E-MART Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:25.18% (-0.95%)

Analysis last updated: Thursday, May 16, 2024 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.3310	5.09
$α$	0.0575	9.49
$β$	0.9588	100.88
$ν$	5	3.12

Estimation Period:
Jun 10, 2011 to May 14, 2024