V-Lab: Cameron International Corp GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Cameron International Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 4th, 2016:25.18% (+0.42%)

Analysis last updated: Monday, March 1, 2021 at 08:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.1958	4.54
$α$	0.0557	36.66
$β$	0.9954	880.89
$ν$	8	5.92

Estimation Period:
Jul 6, 1995 to Apr 1, 2016