V-Lab: Automatic Data Processing Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Automatic Data Processing Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:19.41% (-0.97%)

Analysis last updated: Friday, May 3, 2024 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4628	4.15
$α$	0.0625	28.06
$β$	0.9894	375.63
$ν$	5	7.70

Estimation Period:
Jan 2, 1990 to May 3, 2024