V-Lab: Resonac Holdings Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Resonac Holdings Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:36.23% (-1.33%)

Analysis last updated: Saturday, May 11, 2024 at 05:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.9658	8.01
$α$	0.0719	30.37
$β$	0.9826	427.78
$ν$	6	7.62

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