V-Lab: Shire PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

Shire PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, January 8th, 2019:24.03% (-2.00%)

Analysis last updated: Monday, March 1, 2021 at 06:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.2331	4.49
$α$	0.0884	45.82
$β$	0.9856	299.29
$ν$	3	27.30

Estimation Period:
Feb 14, 1996 to Jan 4, 2019