V-Lab: Red Hat Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Red Hat Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, August 6th, 2019:4.12% (-0.04%)

Analysis last updated: Monday, March 1, 2021 at 08:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.8677	5.37
$α$	0.0572	77.54
$β$	0.9990	5096.94
$ν$	4	170.16

Estimation Period:
Aug 12, 1999 to Aug 2, 2019