V-Lab: Microchip Technology Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Microchip Technology Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:41.15% (-0.77%)

Analysis last updated: Friday, April 26, 2024 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	12.9528	6.81
$α$	0.0537	70.24
$β$	0.9981	4229.36
$ν$	6	20.80

Estimation Period:
Mar 19, 1993 to Apr 26, 2024