V-Lab: Bunge Global SA GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Bunge Global SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:27.61% (-0.67%)

Analysis last updated: Wednesday, May 1, 2024 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.1224	5.71
$α$	0.0525	43.20
$β$	0.9913	663.94
$ν$	4	20.10

Estimation Period:
Aug 2, 2001 to Apr 26, 2024