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

V-Lab

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V-Lab

Safeway Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, January 30th, 2015:4.98% (-0.08%)

Analysis last updated: Monday, March 1, 2021 at 06:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1173	9.17
$α$	0.0401	73.50
$β$	0.9990	6660.00
$ν$	4	79.16

Estimation Period:
Apr 27, 1990 to Jan 23, 2015