V-Lab: Emerson Electric Co GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Emerson Electric Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:15.03% (+1.51%)

Analysis last updated: Tuesday, April 30, 2024 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6934	5.76
$α$	0.0516	30.03
$β$	0.9902	542.87
$ν$	6	5.37

Estimation Period:
Jan 2, 1990 to Apr 26, 2024