V-Lab: Pitney Bowes Inc GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Pitney Bowes Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:43.51% (-1.93%)

Analysis last updated: Monday, May 6, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.7635	5.81
$α$	0.0503	69.73
$β$	0.9968	2129.83
$ν$	4	31.45

Estimation Period:
Jan 1, 1990 to May 3, 2024