V-Lab: Colgate-Palmolive Co GAS-GARCH Student T Volatility Analysis

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V-Lab

Colgate-Palmolive Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:15.82% (-0.74%)

Analysis last updated: Friday, May 3, 2024 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9520	4.45
$α$	0.0613	27.78
$β$	0.9877	324.59
$ν$	5	7.07

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