V-Lab: Scripps Networks Interactive Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Scripps Networks Interactive Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, March 7th, 2018:12.70% (-0.62%)

Analysis last updated: Monday, March 1, 2021 at 06:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	4.8899	5.17
$α$	0.0767	46.51
$β$	0.9935	849.12
$ν$	4	23.14

Estimation Period:
Jun 12, 2008 to Mar 2, 2018