V-Lab: FLIR Systems Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

FLIR Systems Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 17th, 2021:17.25% (-0.74%)

Analysis last updated: Friday, May 14, 2021 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	20.0149	8.94
$α$	0.0561	82.52
$β$	0.9986	7289.07
$ν$	4	76.74

Estimation Period:
Jun 22, 1993 to May 14, 2021