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

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V-Lab

Hypera SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:34.30% (-1.12%)

Analysis last updated: Thursday, May 9, 2024 at 07:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.4873	5.85
$α$	0.0651	22.91
$β$	0.9878	515.54
$ν$	6	6.03

Estimation Period:
Apr 21, 2008 to May 3, 2024