V-Lab: CH Robinson Worldwide Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

CH Robinson Worldwide Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:28.73% (-0.69%)

Analysis last updated: Wednesday, April 24, 2024 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.7952	3.68
$α$	0.0518	59.32
$β$	0.9954	844.96
$ν$	4	18.93

Estimation Period:
Oct 16, 1997 to Apr 19, 2024