V-Lab: Thomson Reuters Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Thomson Reuters Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:15.08% (+0.38%)

Analysis last updated: Wednesday, May 1, 2024 at 01:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2856	5.13
$α$	0.0546	43.50
$β$	0.9922	621.30
$ν$	5	11.24

Estimation Period:
Jan 1, 1990 to Apr 19, 2024