V-Lab: Cisco Systems Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Cisco Systems Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:16.61% (-0.61%)

Analysis last updated: Wednesday, May 1, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.9998	6.34
$α$	0.0622	83.54
$β$	0.9979	3371.43
$ν$	5	33.28

Estimation Period:
Feb 19, 1990 to Apr 26, 2024