V-Lab: Pentair PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

Pentair PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:20.44% (+0.25%)

Analysis last updated: Friday, April 26, 2024 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.8369	5.88
$α$	0.0596	22.72
$β$	0.9806	277.71
$ν$	5	6.98

Estimation Period:
Jan 1, 1990 to Apr 26, 2024