V-Lab: Aimia Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Aimia Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:30.27% (-2.30%)

Analysis last updated: Saturday, May 4, 2024 at 06:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.3164	3.28
$α$	0.0877	42.78
$β$	0.9879	274.12
$ν$	3	24.62

Estimation Period:
Jun 23, 2005 to May 3, 2024