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

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V-Lab

Stantec Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:19.12% (-0.92%)

Analysis last updated: Friday, April 26, 2024 at 02:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.9307	4.27
$α$	0.0911	35.31
$β$	0.9828	245.08
$ν$	4	19.14

Estimation Period:
Mar 30, 1994 to Apr 19, 2024