V-Lab: Dow Inc. GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Dow Inc. GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:18.75% (-0.54%)

Analysis last updated: Friday, April 19, 2024 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	4.9734	4.63
$α$	0.0625	19.59
$β$	0.9893	466.65
$ν$	7	2.70

Estimation Period:
Mar 20, 2019 to Apr 19, 2024