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

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V-Lab

Carnival Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:32.65% (-1.62%)

Analysis last updated: Friday, May 3, 2024 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.5476	4.44
$α$	0.0589	52.35
$β$	0.9949	890.65
$ν$	5	15.79

Estimation Period:
Jan 2, 1990 to May 3, 2024