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

V-Lab

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V-Lab

Prevas AB GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:31.77% (-0.41%)

Analysis last updated: Tuesday, May 7, 2024 at 08:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10.4171	5.53
$α$	0.0825	26.58
$β$	0.9751	225.20
$ν$	4	12.53

Estimation Period:
Jun 1, 1998 to May 3, 2024