V-Lab: NTELOS Holdings Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

NTELOS Holdings Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 9th, 2016:2.64% (+0.33%)

Analysis last updated: Monday, March 1, 2021 at 06:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9253	10.33
$α$	0.0816	92.52
$β$	0.9990	6204.97
$ν$	3	214.14

Estimation Period:
Feb 10, 2006 to May 6, 2016