V-Lab: Staples Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Staples Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, September 13th, 2017:9.47% (-0.12%)

Analysis last updated: Monday, March 1, 2021 at 07:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	12.4936	9.56
$α$	0.0418	72.31
$β$	0.9988	8323.03
$ν$	4	48.90

Estimation Period:
Jan 2, 1990 to Sep 8, 2017