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

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V-Lab

TFCF Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 2nd, 2014:22.49% (-0.89%)

Analysis last updated: Monday, March 1, 2021 at 05:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.8554	4.94
$α$	0.0568	38.01
$β$	0.9946	1000.64
$ν$	7	7.11

Estimation Period:
Jan 1, 1990 to Mar 28, 2014