V-Lab: Enventis Corp GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Enventis Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, October 17th, 2014:33.17% (+3.10%)

Analysis last updated: Monday, March 1, 2021 at 08:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	36.8451	8.36
$α$	0.0712	73.47
$β$	0.9988	7566.54
$ν$	5	30.99

Estimation Period:
Aug 22, 1996 to Oct 10, 2014