V-Lab: MetLife Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

MetLife Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:24.96% (-1.44%)

Analysis last updated: Friday, May 3, 2024 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.8981	5.34
$α$	0.0846	36.04
$β$	0.9891	480.83
$ν$	6	9.09

Estimation Period:
Apr 5, 2000 to May 3, 2024