V-Lab: F5 Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

F5 Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:27.04% (-0.57%)

Analysis last updated: Wednesday, May 1, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	30.5452	6.53
$α$	0.0526	74.36
$β$	0.9990	6795.92
$ν$	4	60.24

Estimation Period:
Jun 8, 1999 to Apr 26, 2024