V-Lab: CA Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

CA Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, November 5th, 2018:8.27% (-0.25%)

Analysis last updated: Monday, March 1, 2021 at 06:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.4629	10.49
$α$	0.0522	86.79
$β$	0.9990	10193.88
$ν$	4	124.67

Estimation Period:
Jan 2, 1990 to Nov 2, 2018