V-Lab: Archer-Daniels-Midland Co GAS-GARCH Student T Volatility Analysis

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V-Lab

Archer-Daniels-Midland Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:24.48% (+1.72%)

Analysis last updated: Thursday, April 18, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5238	5.03
$α$	0.0567	23.44
$β$	0.9843	306.53
$ν$	5	7.30

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