V-Lab: WSP Global Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

WSP Global Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:19.09% (-1.62%)

Analysis last updated: Thursday, May 2, 2024 at 02:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7671	9.20
$α$	0.1314	17.72
$β$	0.9133	98.03
$ν$	4	8.23

Estimation Period:
May 25, 2006 to Apr 19, 2024