V-Lab: Accenture PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

Accenture PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:23.36% (-1.22%)

Analysis last updated: Thursday, April 18, 2024 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.7373	3.77
$α$	0.0764	33.38
$β$	0.9898	376.35
$ν$	5	10.54

Estimation Period:
Jul 19, 2001 to Apr 12, 2024