V-Lab: JGC Holdings Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

JGC Holdings Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:30.10% (+4.53%)

Analysis last updated: Friday, May 17, 2024 at 01:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.2620	4.77
$α$	0.0635	35.82
$β$	0.9902	448.26
$ν$	6	7.96

Estimation Period:
Jan 3, 1990 to May 10, 2024