V-Lab: Campbell Soup Co GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Campbell Soup Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:24.51% (+1.82%)

Analysis last updated: Friday, May 3, 2024 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6329	3.60
$α$	0.0577	31.44
$β$	0.9909	384.95
$ν$	5	10.03

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