V-Lab: WR Grace & Co GAS-GARCH Student T Volatility Analysis

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V-Lab

WR Grace & Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, September 22nd, 2021:2.01% (-0.04%)

Analysis last updated: Tuesday, September 21, 2021 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2128	7.39
$α$	0.0704	117.69
$β$	0.9990	5808.14
$ν$	4	164.85

Estimation Period:
Jan 2, 1990 to Sep 17, 2021