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

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V-Lab

Veresen Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, October 5th, 2017:26.89% (+4.19%)

Analysis last updated: Monday, March 1, 2021 at 06:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.7861	3.65
$α$	0.1113	36.93
$β$	0.9837	224.91
$ν$	4	19.99

Estimation Period:
Jan 7, 1998 to Sep 29, 2017