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

V-Lab

| |

V-Lab

QUALCOMM Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:34.13% (-0.95%)

Analysis last updated: Wednesday, May 1, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	32.0119	8.14
$α$	0.0651	90.84
$β$	0.9990	8466.10
$ν$	5	58.47

Estimation Period:
Dec 16, 1991 to Apr 26, 2024