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

V-Lab

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V-Lab

Xilinx Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 14th, 2022:68.52% (+6.96%)

Analysis last updated: Saturday, February 12, 2022 at 01:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	14.0847	8.77
$α$	0.0456	71.77
$β$	0.9987	7184.59
$ν$	5	32.72

Estimation Period:
Jun 13, 1990 to Feb 11, 2022