V-Lab: Emerson Electric Co GAS-GARCH Student T Volatility Analysis

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V-Lab

Emerson Electric Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:15.04% (+1.18%)

Analysis last updated: Wednesday, April 17, 2024 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6921	5.80
$α$	0.0517	29.86
$β$	0.9901	538.36
$ν$	6	5.34

Estimation Period:
Jan 2, 1990 to Apr 12, 2024