V-Lab: Graham Holdings Co GAS-GARCH Student T Volatility Analysis

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V-Lab

Graham Holdings Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:25.58% (+1.54%)

Analysis last updated: Tuesday, April 30, 2024 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.8674	4.92
$α$	0.0694	57.36
$β$	0.9941	836.08
$ν$	5	19.40

Estimation Period:
Jan 1, 1990 to Apr 26, 2024