V-Lab: OSK Holdings Bhd GAS-GARCH Student T Volatility Analysis

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V-Lab

OSK Holdings Bhd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:19.85% (-0.42%)

Analysis last updated: Tuesday, November 12, 2024 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.4400	3.96
$α$	0.0988	52.56
$β$	0.9903	413.64
$ν$	4	24.78

Estimation Period:
May 31, 1991 to Nov 8, 2024