V-Lab: AboveNet Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

AboveNet Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, July 2nd, 2012:2.88% (0.00%)

Analysis last updated: Monday, March 1, 2021 at 05:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	4.0452	5.41
$α$	0.1058	66.62
$β$	0.9990	4970.15
$ν$	3	279.11

Estimation Period:
Dec 16, 2003 to Jun 29, 2012