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

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V-Lab

Agrium Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, January 2nd, 2018:21.44% (-0.52%)

Analysis last updated: Monday, March 1, 2021 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.0692	4.73
$α$	0.0380	31.95
$β$	0.9940	696.58
$ν$	5	9.13

Estimation Period:
Apr 21, 1993 to Dec 29, 2017