V-Lab: Clover Industries Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Clover Industries Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, October 9th, 2019:30.35% (+1.25%)

Analysis last updated: Monday, March 1, 2021 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	11.7206	3.26
$α$	0.1778	11.86
$β$	0.8597	19.96
$ν$	2	45.14

Estimation Period:
Dec 14, 2010 to Oct 4, 2019