V-Lab: Analog Devices Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Analog Devices Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:33.96% (+2.12%)

Analysis last updated: Wednesday, April 24, 2024 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.5838	6.32
$α$	0.0463	61.28
$β$	0.9971	2220.69
$ν$	6	16.24

Estimation Period:
Jan 2, 1990 to Apr 19, 2024