V-Lab: Guan Chong Bhd GAS-GARCH Student T Volatility Analysis

V-Lab

Guan Chong Bhd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, August 4th, 2025:219,599.30% (+3,190.63%)

Analysis last updated: Monday, August 4, 2025 at 04:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.2980	18.91
$α$	0.1197	507.20
$β$	0.9990	18,849.06
$ν$	2.0000	1,000,000.00

Estimation Period:
Apr 15, 2005 to Aug 1, 2025