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

V-Lab

| |

V-Lab

Flowserve Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:20.01% (-0.66%)

Analysis last updated: Thursday, May 2, 2024 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.3822	6.02
$α$	0.0629	26.76
$β$	0.9831	325.84
$ν$	5	7.81

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