V-Lab: International Game Technology PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

International Game Technology PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 22nd, 2024:29.57% (+1.66%)

Analysis last updated: Tuesday, May 21, 2024 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.3167	4.29
$α$	0.0599	55.10
$β$	0.9941	746.90
$ν$	4	20.33

Estimation Period:
Mar 26, 1990 to May 17, 2024