V-Lab: Interactive Brokers Group Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Interactive Brokers Group Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:30.23% (+2.49%)

Analysis last updated: Thursday, May 2, 2024 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.9102	3.80
$α$	0.0791	26.02
$β$	0.9865	275.02
$ν$	5	8.49

Estimation Period:
May 4, 2007 to Apr 26, 2024