V-Lab: Colgate-Palmolive Co GAS-GARCH Student T Volatility Analysis

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V-Lab

Colgate-Palmolive Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:13.88% (-0.41%)

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
$ω$	1.9535	4.44
$α$	0.0613	27.94
$β$	0.9878	326.12
$ν$	5	7.11

Estimation Period:
Jan 2, 1990 to Apr 19, 2024