V-Lab: Cognizant Technology Solutions Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Cognizant Technology Solutions Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:21.41% (-0.71%)

Analysis last updated: Friday, April 19, 2024 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	24.6378	9.26
$α$	0.0578	78.95
$β$	0.9990	9336.45
$ν$	4	66.27

Estimation Period:
Jun 19, 1998 to Apr 19, 2024