V-Lab: Interactive Brokers Group Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Interactive Brokers Group Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:29.76% (-1.22%)

Analysis last updated: Friday, April 19, 2024 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.9283	3.78
$α$	0.0792	26.03
$β$	0.9865	274.03
$ν$	5	8.50

Estimation Period:
May 4, 2007 to Apr 19, 2024