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

V-Lab

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V-Lab

Inteliquent Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 10th, 2017:4.66% (-0.11%)

Analysis last updated: Monday, March 1, 2021 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	5.9045	9.64
$α$	0.0607	56.87
$β$	0.9990	4826.09
$ν$	3	323.34

Estimation Period:
Nov 5, 2007 to Feb 3, 2017