V-Lab: ADT Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

ADT Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:39.63% (-2.12%)

Analysis last updated: Friday, May 3, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	9.5736	5.48
$α$	0.0937	5.74
$β$	0.8513	35.33
$ν$	4	2.63

Estimation Period:
Jan 19, 2018 to May 3, 2024