V-Lab: Leggett & Platt Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Leggett & Platt Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:37.79% (+2.03%)

Analysis last updated: Friday, May 3, 2024 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.4268	5.03
$α$	0.0696	25.93
$β$	0.9830	277.13
$ν$	5	7.66

Estimation Period:
Jan 1, 1990 to May 3, 2024