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

V-Lab

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V-Lab

Amphenol Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:28.41% (+0.14%)

Analysis last updated: Friday, May 3, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	13.3989	6.92
$α$	0.0685	89.00
$β$	0.9981	4265.58
$ν$	4	45.83

Estimation Period:
Nov 8, 1991 to May 3, 2024