V-Lab: Textura Corp GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Textura Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 13th, 2016:5.91% (-0.31%)

Analysis last updated: Monday, March 1, 2021 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	12.7509	9.47
$α$	0.0934	40.16
$β$	0.9990	3619.57
$ν$	3	156.26

Estimation Period:
Jun 7, 2013 to Jun 10, 2016