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

V-Lab

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V-Lab

Adobe Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:27.86% (-1.08%)

Analysis last updated: Thursday, April 18, 2024 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	14.8030	6.93
$α$	0.0497	80.09
$β$	0.9984	5146.51
$ν$	5	44.22

Estimation Period:
Jan 2, 1990 to Apr 12, 2024