V-Lab: Hospira Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Hospira Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, September 3rd, 2015:2.44% (-0.10%)

Analysis last updated: Monday, March 1, 2021 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4433	6.76
$α$	0.0708	75.13
$β$	0.9990	6018.07
$ν$	3	177.86

Estimation Period:
Apr 20, 2004 to Aug 28, 2015