V-Lab: Ortivus AB GAS-GARCH Student T Volatility Analysis

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V-Lab

Ortivus AB GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:1178.23% (+134.93%)

Analysis last updated: Saturday, May 4, 2024 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7856.9730	5.42
$α$	0.0647	94.71
$β$	0.9958	1384.96
$ν$	2	14647.96

Estimation Period:
Nov 13, 1995 to May 3, 2024