V-Lab: Equus Total Return Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Equus Total Return Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:32.15% (-1.66%)

Analysis last updated: Thursday, May 16, 2024 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	23.9144	9.32
$α$	0.0759	114.40
$β$	0.9988	8464.70
$ν$	3	153.05

Estimation Period:
Sep 11, 1992 to May 10, 2024