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

V-Lab

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V-Lab

CSX Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:20.13% (-0.15%)

Analysis last updated: Tuesday, May 7, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5414	6.23
$α$	0.0569	24.32
$β$	0.9869	463.35
$ν$	7	4.77

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