V-Lab: FairPoint Communications Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

FairPoint Communications Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, July 5th, 2017:33.09% (+0.77%)

Analysis last updated: Monday, March 1, 2021 at 08:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	8.3206	5.10
$α$	0.0503	26.09
$β$	0.9890	494.76
$ν$	4	8.82

Estimation Period:
May 18, 2011 to Jul 3, 2017