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

V-Lab

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V-Lab

Avigilon Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 3rd, 2018:2.95% (-0.08%)

Analysis last updated: Monday, March 1, 2021 at 07:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	4.5062	7.36
$α$	0.0856	60.65
$β$	0.9990	5285.71
$ν$	3	332.49

Estimation Period:
Nov 8, 2011 to Mar 29, 2018