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

V-Lab

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V-Lab

Altria Group Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:18.18% (-1.09%)

Analysis last updated: Tuesday, April 30, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.0501	3.85
$α$	0.0727	36.49
$β$	0.9902	398.31
$ν$	5	11.85

Estimation Period:
Jan 2, 1990 to Apr 26, 2024