V-Lab: Codorus Valley Bancorp Inc GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Codorus Valley Bancorp Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:21.20% (-1.78%)

Analysis last updated: Friday, April 26, 2024 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	16.9397	3.32
$α$	0.1173	75.12
$β$	0.9929	473.70
$ν$	3	47.97

Estimation Period:
Apr 5, 1994 to Apr 26, 2024