V-Lab: Emerson Electric Co GAS-GARCH Student T Volatility Analysis

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V-Lab

Emerson Electric Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:15.77% (+0.74%)

Analysis last updated: Wednesday, May 1, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6934	5.76
$α$	0.0516	30.03
$β$	0.9902	542.87
$ν$	6	5.37

Estimation Period:
Jan 2, 1990 to Apr 26, 2024