V-Lab: eXtract Group Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

eXtract Group Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, February 27th, 2019:160.42% (+29.94%)

Analysis last updated: Monday, March 1, 2021 at 08:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	384.9226	4.89
$α$	0.1003	69.81
$β$	0.9816	280.61
$ν$	2	1518.60

Estimation Period:
May 12, 2008 to Feb 22, 2019