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

V-Lab

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V-Lab

VMware Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 22nd, 2023:27.25% (+3.84%)

Analysis last updated: Tuesday, November 21, 2023 at 11:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	15.8638	7.59
$α$	0.0596	65.31
$β$	0.9977	3550.37
$ν$	4	51.47

Estimation Period:
Aug 15, 2007 to Nov 17, 2023