V-Lab: F5 Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

F5 Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:25.02% (-1.06%)

Analysis last updated: Friday, May 3, 2024 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	30.6390	6.56
$α$	0.0524	74.58
$β$	0.9990	6842.47
$ν$	4	62.27

Estimation Period:
Jun 8, 1999 to May 3, 2024