V-Lab: Albemarle Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Albemarle Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:58.88% (-1.24%)

Analysis last updated: Friday, May 3, 2024 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.7817	4.00
$α$	0.0631	44.52
$β$	0.9937	629.71
$ν$	5	13.79

Estimation Period:
Feb 22, 1994 to May 3, 2024