V-Lab: Fastenal Co GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Fastenal Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:20.77% (-0.04%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.5771	3.97
$α$	0.0589	33.73
$β$	0.9899	388.51
$ν$	4	11.66

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