V-Lab: AEP Industries Inc GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

AEP Industries Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, January 23rd, 2017:24.78% (-2.10%)

Analysis last updated: Monday, March 1, 2021 at 09:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	25.5178	4.24
$α$	0.1017	96.58
$β$	0.9936	681.49
$ν$	3	73.74

Estimation Period:
Jan 2, 1990 to Jan 20, 2017