V-Lab: EMC Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

EMC Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, September 7th, 2016:11.67% (+0.62%)

Analysis last updated: Monday, March 1, 2021 at 06:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	12.6734	6.17
$α$	0.0427	67.12
$β$	0.9990	6283.02
$ν$	5	36.52

Estimation Period:
Jan 2, 1990 to Sep 2, 2016