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

V-Lab

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V-Lab

ATI Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:29.30% (-0.36%)

Analysis last updated: Friday, April 19, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.3097	4.97
$α$	0.0527	30.89
$β$	0.9912	540.44
$ν$	5	8.14

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