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

V-Lab

| |

V-Lab

Biogen Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:33.84% (+2.10%)

Analysis last updated: Monday, April 29, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	23.2147	9.45
$α$	0.0430	82.52
$β$	0.9990	10978.02
$ν$	4	71.81

Estimation Period:
Sep 18, 1991 to Apr 26, 2024