Fidium Holdings LLC GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Friday, December 27th, 2024):
1 Day
6.51%
1 Week
6.71%
1 Month
7.44%
Analysis last updated: Thursday, March 26, 2026 at 01:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3620 | 8.65 | |
| 0.0624 | 76.68 | |
| 0.9990 | 8,056.45 | |
| 4.1750 | 93.00 |
Estimation Period:
Jul 22, 2005 to Dec 24, 2024
Jul 22, 2005 to Dec 24, 2024
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