V-Lab: LinkedIn Corp GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

LinkedIn Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, December 8th, 2016:5.94% (-0.42%)

Analysis last updated: Monday, March 1, 2021 at 06:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	7.0704	6.23
$α$	0.0829	57.84
$β$	0.9990	5741.38
$ν$	3	280.66

Estimation Period:
May 20, 2011 to Dec 2, 2016