V-Lab: DENTSPLY International Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

DENTSPLY International Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:27.46% (-1.32%)

Analysis last updated: Friday, May 3, 2024 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0653	3.83
$α$	0.0583	49.54
$β$	0.9938	644.94
$ν$	4	16.86

Estimation Period:
Jan 1, 1990 to May 3, 2024