V-Lab: Silex Systems Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Silex Systems Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:58.26% (-1.27%)

Analysis last updated: Thursday, May 16, 2024 at 08:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	21.3284	7.20
$α$	0.1152	23.22
$β$	0.9497	133.29
$ν$	4	10.69

Estimation Period:
May 7, 1998 to May 10, 2024