V-Lab: Premiere Global Services Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Premiere Global Services Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, December 9th, 2015:16.85% (-0.57%)

Analysis last updated: Monday, March 1, 2021 at 08:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	57.9535	9.68
$α$	0.0633	83.41
$β$	0.9990	9699.03
$ν$	3	102.08

Estimation Period:
Jul 31, 1996 to Dec 4, 2015