V-Lab: Herbalife Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Herbalife Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:75.23% (-4.68%)

Analysis last updated: Tuesday, April 23, 2024 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10.9467	3.01
$α$	0.0858	35.07
$β$	0.9840	187.07
$ν$	3	25.20

Estimation Period:
Dec 17, 2004 to Apr 19, 2024