V-Lab: Gannett Co Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Gannett Co Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:69.87% (+4.67%)

Analysis last updated: Thursday, May 16, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	26.2980	8.59
$α$	0.0652	54.39
$β$	0.9981	4537.00
$ν$	3	92.36

Estimation Period:
Feb 4, 2014 to May 10, 2024