V-Lab: General Dynamics Corp GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

General Dynamics Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:19.27% (-1.00%)

Analysis last updated: Friday, April 26, 2024 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5549	5.71
$α$	0.0691	27.04
$β$	0.9834	329.55
$ν$	5	7.34

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