V-Lab: Bell Aliant Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Bell Aliant Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2014:12.88% (-0.81%)

Analysis last updated: Monday, March 1, 2021 at 07:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.7321	3.80
$α$	0.1124	61.77
$β$	0.9922	516.52
$ν$	4	27.57

Estimation Period:
Jun 1, 1999 to Oct 31, 2014