V-Lab: Proto Labs Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Proto Labs Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:30.51% (-0.52%)

Analysis last updated: Monday, May 6, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10.6514	3.09
$α$	0.0512	38.39
$β$	0.9934	474.15
$ν$	4	11.80

Estimation Period:
Feb 24, 2012 to May 3, 2024