V-Lab: Mylan NV GAS-GARCH Student T Volatility Analysis

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V-Lab

Mylan NV GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, November 20th, 2020:37.07% (-1.94%)

Analysis last updated: Monday, March 1, 2021 at 07:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.4263	4.24
$α$	0.0558	46.47
$β$	0.9918	514.97
$ν$	4	17.62

Estimation Period:
Jan 2, 1990 to Nov 13, 2020