V-Lab: Mead Johnson Nutrition Co GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Mead Johnson Nutrition Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, June 15th, 2017:2.38% (-0.09%)

Analysis last updated: Monday, March 1, 2021 at 06:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0037	6.70
$α$	0.0818	67.26
$β$	0.9990	5842.11
$ν$	3	257.86

Estimation Period:
Feb 12, 2009 to Jun 9, 2017