V-Lab: PetSmart Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

PetSmart Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, March 12th, 2015:5.16% (-0.05%)

Analysis last updated: Monday, March 1, 2021 at 06:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.5790	9.45
$α$	0.0486	69.26
$β$	0.9990	7511.28
$ν$	4	96.75

Estimation Period:
Jul 23, 1993 to Mar 6, 2015