V-Lab: Collins Aerospace GAS-GARCH Student T Volatility Analysis

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V-Lab

Collins Aerospace GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 27th, 2018:21.69% (-0.96%)

Analysis last updated: Monday, March 1, 2021 at 06:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10.5585	6.73
$α$	0.0648	66.63
$β$	0.9990	7035.21
$ν$	5	31.50

Estimation Period:
Jun 18, 2001 to Nov 21, 2018