CRP Risk Managemen GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:17.36% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 482.8892 | 7.40 | |
| 0.1612 | 232.61 | |
| 0.9990 | 7,345.59 | |
| 2.0000 | 2,000,047.00 |
Estimation Period:
Jan 31, 2018 to May 30, 2025
Jan 31, 2018 to May 30, 2025
Other CRP Risk Managemen Analyses
Other GAS-GARCH Student T Analyses on International Equities