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

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V-Lab

Broadcom Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 1st, 2016:21.37% (-0.48%)

Analysis last updated: Monday, March 1, 2021 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	14.5951	8.92
$α$	0.0352	50.06
$β$	0.9990	8612.07
$ν$	5	27.97

Estimation Period:
Apr 20, 1998 to Jan 29, 2016