V-Lab: Danone SA GAS-GARCH Student T Volatility Analysis

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V-Lab

Danone SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:17.97% (-0.37%)

Analysis last updated: Tuesday, May 7, 2024 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0852	7.46
$α$	0.0611	32.59
$β$	0.9844	406.09
$ν$	6	6.81

Estimation Period:
Jan 1, 1990 to May 3, 2024