Luon SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:4.66% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26.4375 | 2.33 | |
| 0.1227 | 90.36 | |
| 0.9990 | 3,151.42 | |
| 2.0000 | 4,830.92 |
Estimation Period:
Jun 21, 2017 to May 30, 2025
Jun 21, 2017 to May 30, 2025
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