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

V-Lab

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V-Lab

Gigamon Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, December 27th, 2017:11.22% (-0.38%)

Analysis last updated: Monday, March 1, 2021 at 08:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	19.3824	11.08
$α$	0.0566	39.00
$β$	0.9990	3917.65
$ν$	3	356.89

Estimation Period:
Jun 12, 2013 to Dec 22, 2017