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

V-Lab

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V-Lab

Altria Group Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:18.05% (+0.14%)

Analysis last updated: Wednesday, April 17, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.0576	3.84
$α$	0.0728	36.51
$β$	0.9902	397.83
$ν$	5	11.88

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