V-Lab: Quantum Health Group Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Quantum Health Group Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, October 21st, 2022:8.69% (0.00%)

Analysis last updated: Friday, October 21, 2022 at 07:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	66.5958	11.66
$α$	0.0886	285.70
$β$	0.9990	11352.27
$ν$	2	20000030.00

Estimation Period:
Jan 13, 2003 to Oct 14, 2022