V-Lab: GAGFAH SA GAS-GARCH Student T Volatility Analysis

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V-Lab

GAGFAH SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, July 3rd, 2017:20.33% (+1.91%)

Analysis last updated: Monday, March 1, 2021 at 08:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10.1577	7.17
$α$	0.0721	56.08
$β$	0.9962	1941.83
$ν$	4	39.86

Estimation Period:
Oct 18, 2006 to Jun 30, 2017