V-Lab: Linear Technology Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Linear Technology Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, March 13th, 2017:8.65% (+0.09%)

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
$ω$	9.0382	9.23
$α$	0.0556	72.72
$β$	0.9990	8919.64
$ν$	6	29.80

Estimation Period:
Jan 1, 1990 to Mar 10, 2017