V-Lab: Capgemini SE GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Capgemini SE GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:25.38% (+3.40%)

Analysis last updated: Wednesday, May 1, 2024 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.7556	4.43
$α$	0.0599	31.80
$β$	0.9916	491.63
$ν$	5	8.73

Estimation Period:
Jan 1, 1990 to Apr 30, 2024