V-Lab: Cablevision Systems Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Cablevision Systems Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, June 21st, 2016:9.00% (-0.13%)

Analysis last updated: Monday, March 1, 2021 at 08:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	11.1984	8.21
$α$	0.0668	90.16
$β$	0.9972	3227.30
$ν$	4	87.83

Estimation Period:
Jan 1, 1990 to Jun 17, 2016