V-Lab: Halliburton Co GAS-GARCH Student T Volatility Analysis

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V-Lab

Halliburton Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:26.46% (-0.84%)

Analysis last updated: Friday, May 3, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.5010	7.69
$α$	0.0500	39.74
$β$	0.9926	959.04
$ν$	7	6.48

Estimation Period:
Jan 2, 1990 to May 3, 2024