V-Lab: Bod Science Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

Bod Science Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:5.22% (0.00%)

Analysis last updated: Thursday, June 5, 2025 at 08:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	28.7193	7.88
$α$	0.1059	380.91
$β$	0.9990	7,866.14
$ν$	2.0000	95,238.10

Estimation Period:
Oct 27, 2016 to Jun 4, 2025