V-Lab: SureWest Communications GAS-GARCH Student T Volatility Analysis

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V-Lab

SureWest Communications GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 3rd, 2012:20.31% (+4.18%)

Analysis last updated: Monday, March 1, 2021 at 09:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	11.7012	9.51
$α$	0.1109	84.71
$β$	0.9970	3216.01
$ν$	4	59.41

Estimation Period:
Aug 16, 1996 to Jul 2, 2012