V-Lab: OM Holdings Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

OM Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:56.79% (+6.01%)

Analysis last updated: Saturday, May 4, 2024 at 07:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	25.8100	6.72
$α$	0.0945	49.95
$β$	0.9833	420.92
$ν$	3	30.42

Estimation Period:
Mar 19, 1998 to May 3, 2024