V-Lab: Corning Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Corning Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:22.33% (+0.41%)

Analysis last updated: Friday, April 19, 2024 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1571	4.02
$α$	0.0596	43.01
$β$	0.9931	582.13
$ν$	4	15.26

Estimation Period:
Jan 2, 1990 to Apr 19, 2024