V-Lab: Archer-Daniels-Midland Co GAS-GARCH Student T Volatility Analysis

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V-Lab

Archer-Daniels-Midland Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:23.70% (+0.76%)

Analysis last updated: Friday, April 26, 2024 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5169	5.04
$α$	0.0566	23.47
$β$	0.9843	307.41
$ν$	5	7.29

Estimation Period:
Jan 2, 1990 to Apr 26, 2024