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

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V-Lab

Cbeyond Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 29th, 2014:2.07% (0.00%)

Analysis last updated: Monday, March 1, 2021 at 06:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	8.0194	0.77
$α$	0.1890	96.37
$β$	0.9990	776.22
$ν$	2	21052.63

Estimation Period:
Nov 3, 2005 to Dec 26, 2014