V-Lab: GCI Liberty Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

GCI Liberty Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, March 9th, 2018:36.06% (+4.76%)

Analysis last updated: Monday, March 1, 2021 at 05:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	17.9626	7.35
$α$	0.0738	74.05
$β$	0.9910	777.24
$ν$	3	63.35

Estimation Period:
Jan 2, 1990 to Mar 2, 2018