V-Lab: Republic Airways Holdings Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Republic Airways Holdings Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 1st, 2017:313.55% (+33.57%)

Analysis last updated: Monday, March 1, 2021 at 05:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	23.6162	5.02
$α$	0.0754	53.61
$β$	0.9924	772.27
$ν$	4	30.93

Estimation Period:
May 27, 2004 to Apr 28, 2017