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

V-Lab

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V-Lab

inContact Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, November 14th, 2016:191.44% (-3.36%)

Analysis last updated: Monday, March 1, 2021 at 07:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	20692.2100	17.25
$α$	0.0735	134.94
$β$	0.9990	16650.00
$ν$	2	285912.86

Estimation Period:
Jan 12, 1998 to Nov 11, 2016