V-Lab: Covidien Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Covidien Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, January 27th, 2015:23.94% (+0.37%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6628	3.38
$α$	0.0665	17.11
$β$	0.9806	152.83
$ν$	4	4.94

Estimation Period:
Jun 15, 2007 to Jan 23, 2015