V-Lab: JB Hunt Transport Services Inc GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

JB Hunt Transport Services Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:30.08% (+3.80%)

Analysis last updated: Wednesday, April 17, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.2762	5.43
$α$	0.0434	56.60
$β$	0.9959	1464.56
$ν$	5	15.31

Estimation Period:
Jan 2, 1990 to Apr 12, 2024