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

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V-Lab

Dover Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:19.38% (+1.09%)

Analysis last updated: Monday, May 6, 2024 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9370	5.85
$α$	0.0604	22.86
$β$	0.9852	373.32
$ν$	6	5.68

Estimation Period:
Jan 1, 1990 to May 3, 2024