V-Lab: CF Industries Holdings Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

CF Industries Holdings Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:26.75% (-0.45%)

Analysis last updated: Wednesday, April 24, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.2683	4.85
$α$	0.0521	41.10
$β$	0.9953	1008.37
$ν$	6	8.39

Estimation Period:
Aug 11, 2005 to Apr 19, 2024