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

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V-Lab

Fluor Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:33.48% (+0.78%)

Analysis last updated: Wednesday, April 17, 2024 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.1252	5.24
$α$	0.0557	55.58
$β$	0.9944	958.88
$ν$	4	23.37

Estimation Period:
Dec 1, 2000 to Apr 12, 2024