V-Lab: Starz Acquisition LLC /CO GAS-GARCH Student T Volatility Analysis

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V-Lab

Starz Acquisition LLC /CO GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, December 9th, 2016:24.93% (+1.62%)

Analysis last updated: Monday, March 1, 2021 at 06:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0472	4.37
$α$	0.0857	31.56
$β$	0.9872	353.31
$ν$	4	11.31

Estimation Period:
May 5, 2006 to Dec 2, 2016