V-Lab: Dow Inc. GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Dow Inc. GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:19.49% (-0.24%)

Analysis last updated: Thursday, May 2, 2024 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0292	4.67
$α$	0.0626	19.99
$β$	0.9899	502.23
$ν$	7	2.78

Estimation Period:
Mar 20, 2019 to Apr 26, 2024