V-Lab: Amphenol Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Amphenol Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:28.04% (+2.15%)

Analysis last updated: Thursday, April 25, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	13.3627	6.94
$α$	0.0683	89.16
$β$	0.9982	4302.41
$ν$	4	46.42

Estimation Period:
Nov 8, 1991 to Apr 19, 2024