V-Lab: LF Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

LF Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:20.46% (-0.68%)

Analysis last updated: Saturday, May 11, 2024 at 03:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.4553	3.84
$α$	0.0549	24.39
$β$	0.9910	393.10
$ν$	6	4.87

Estimation Period:
Dec 1, 2006 to May 3, 2024