V-Lab: BrainChip Holdings Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

BrainChip Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:76.75% (+2.95%)

Analysis last updated: Saturday, April 27, 2024 at 07:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	55.9896	5.30
$α$	0.1002	23.03
$β$	0.9638	153.74
$ν$	3	13.09

Estimation Period:
Nov 9, 2011 to Apr 26, 2024