V-Lab: Cisco Systems Inc GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Cisco Systems Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:14.88% (-0.40%)

Analysis last updated: Tuesday, May 7, 2024 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.9979	6.36
$α$	0.0621	83.58
$β$	0.9980	3394.40
$ν$	5	33.39

Estimation Period:
Feb 19, 1990 to May 3, 2024