V-Lab: CR Bard Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

CR Bard Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, December 29th, 2017:8.32% (+0.43%)

Analysis last updated: Monday, March 1, 2021 at 05:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.4645	11.30
$α$	0.0473	80.52
$β$	0.9990	11752.85
$ν$	4	77.64

Estimation Period:
Jan 2, 1990 to Dec 22, 2017