V-Lab: ATA Creativity Global GAS-GARCH Student T Volatility Analysis

V-Lab

ATA Creativity Global GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:50.27% (-5.44%)

Analysis last updated: Tuesday, May 20, 2025 at 09:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	29.5176	7.49
$α$	0.1972	20.14
$β$	0.8810	56.01
$ν$	3.1563	15.88

Estimation Period:
Jan 29, 2008 to May 16, 2025