V-Lab: Kemper Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Kemper Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:35.17% (+0.04%)

Analysis last updated: Friday, April 19, 2024 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.6460	5.18
$α$	0.0715	27.38
$β$	0.9835	301.24
$ν$	5	8.32

Estimation Period:
Apr 24, 1990 to Apr 19, 2024