V-Lab: Exor N V GAS-GARCH Student T Volatility Analysis

V-Lab

Exor N V GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, August 12th, 2025:459.35% (-17.91%)

Analysis last updated: Tuesday, August 12, 2025 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	453.8716	6.98
$α$	0.0770	42.93
$β$	0.9904	681.61
$ν$	2.0026	29,450.37

Estimation Period:
Oct 3, 2022 to Aug 8, 2025