V-Lab: PharmGen Science Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

PharmGen Science Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:30.17% (-2.22%)

Analysis last updated: Thursday, May 2, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	34.4569	4.78
$α$	0.1624	45.86
$β$	0.9793	223.90
$ν$	4	22.83

Estimation Period:
Jun 15, 1990 to Apr 30, 2024