V-Lab: Rowan Cos Plc GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Rowan Cos Plc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 11th, 2019:43.73% (-0.95%)

Analysis last updated: Monday, March 1, 2021 at 07:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10.0865	8.24
$α$	0.0387	35.72
$β$	0.9977	2969.20
$ν$	15	2.78

Estimation Period:
Jan 1, 1990 to Apr 5, 2019