V-Lab: Lafarge SA GAS-GARCH Student T Volatility Analysis

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V-Lab

Lafarge SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, October 21st, 2015:12.16% (-0.20%)

Analysis last updated: Monday, March 1, 2021 at 06:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.3019	5.72
$α$	0.0563	28.97
$β$	0.9923	670.94
$ν$	7	5.73

Estimation Period:
Jan 1, 1990 to Oct 16, 2015