V-Lab: Bell MTS Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Bell MTS Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, March 21st, 2017:18.38% (+3.93%)

Analysis last updated: Monday, March 1, 2021 at 08:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2410	3.96
$α$	0.1197	23.27
$β$	0.9664	117.52
$ν$	3	14.05

Estimation Period:
Jan 7, 1997 to Mar 17, 2017