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

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V-Lab

BlackRock Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:20.48% (-0.21%)

Analysis last updated: Tuesday, May 7, 2024 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.6068	5.33
$α$	0.0770	33.00
$β$	0.9881	457.23
$ν$	5	9.99

Estimation Period:
Oct 1, 1999 to May 3, 2024