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

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V-Lab

Danaher Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:18.12% (-0.36%)

Analysis last updated: Friday, May 3, 2024 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9757	4.76
$α$	0.0715	26.42
$β$	0.9863	324.00
$ν$	5	8.13

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