V-Lab: Aecon Group Inc GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Aecon Group Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:25.47% (-0.05%)

Analysis last updated: Thursday, May 2, 2024 at 02:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	21.3025	5.49
$α$	0.0881	115.92
$β$	0.9963	1630.67
$ν$	3	87.68

Estimation Period:
Jan 1, 1990 to Apr 19, 2024