V-Lab: Berkshire Hathaway Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Berkshire Hathaway Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:14.66% (-1.09%)

Analysis last updated: Thursday, April 25, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0961	6.17
$α$	0.1116	34.26
$β$	0.9798	305.53
$ν$	5	11.35

Estimation Period:
May 10, 1996 to Apr 19, 2024