V-Lab: Accor SA GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Accor SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:26.41% (-0.22%)

Analysis last updated: Tuesday, April 30, 2024 at 08:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.9911	5.42
$α$	0.0686	29.74
$β$	0.9886	421.94
$ν$	6	7.96

Estimation Period:
Jan 1, 1990 to Apr 26, 2024