V-Lab: Avery Dennison Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Avery Dennison Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:19.18% (+2.01%)

Analysis last updated: Thursday, April 25, 2024 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.3078	4.08
$α$	0.0573	31.00
$β$	0.9901	402.48
$ν$	5	8.72

Estimation Period:
Jan 1, 1990 to Apr 19, 2024