V-Lab: Safran SA GAS-GARCH Student T Volatility Analysis

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V-Lab

Safran SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:22.46% (-1.26%)

Analysis last updated: Wednesday, May 1, 2024 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.7152	5.37
$α$	0.0736	71.83
$β$	0.9934	806.97
$ν$	4	37.19

Estimation Period:
Jan 1, 1990 to Apr 30, 2024