V-Lab: Precision Castparts Corp GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Precision Castparts Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 1st, 2016:3.95% (-0.13%)

Analysis last updated: Monday, March 1, 2021 at 05:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2324	7.94
$α$	0.0566	93.88
$β$	0.9990	6750.00
$ν$	4	124.50

Estimation Period:
Jan 2, 1990 to Jan 29, 2016