V-Lab: Quest Diagnostics Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Quest Diagnostics Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:26.72% (-0.79%)

Analysis last updated: Friday, April 26, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.0778	3.48
$α$	0.0741	48.24
$β$	0.9916	426.87
$ν$	4	16.16

Estimation Period:
Dec 18, 1996 to Apr 26, 2024