V-Lab: Dorel Industries Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Dorel Industries Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:44.39% (-2.19%)

Analysis last updated: Wednesday, May 15, 2024 at 01:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.3654	4.00
$α$	0.0978	28.32
$β$	0.9757	156.28
$ν$	3	17.31

Estimation Period:
Oct 2, 1991 to May 10, 2024