V-Lab: National Security Group Inc/The GAS-GARCH Student T Volatility Analysis

V-Lab

National Security Group Inc/The GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, July 1st, 2022:196.24% (-0.39%)

Analysis last updated: Thursday, June 30, 2022 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5,698.7080	7.93
$α$	0.0681	112.32
$β$	0.9967	2,384.44
$ν$	2.0015	125,094.56

Estimation Period:
Jan 1, 1990 to Jun 17, 2022