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

V-Lab

| |

V-Lab

Visa Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:13.57% (-0.58%)

Analysis last updated: Friday, May 3, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	19.2267	5.38
$α$	0.0993	62.65
$β$	0.9985	3528.10
$ν$	6	18.00

Estimation Period:
Mar 19, 2008 to May 3, 2024