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

V-Lab

| |

V-Lab

Ashland Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:20.24% (-0.09%)

Analysis last updated: Thursday, April 25, 2024 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.0426	5.10
$α$	0.0625	22.88
$β$	0.9845	308.63
$ν$	5	6.61

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