V-Lab: Marsh & McLennan Cos Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Marsh & McLennan Cos Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:15.03% (-0.74%)

Analysis last updated: Wednesday, May 1, 2024 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5535	4.75
$α$	0.0729	38.23
$β$	0.9894	429.99
$ν$	5	10.41

Estimation Period:
Jan 2, 1990 to Apr 26, 2024