V-Lab: Patterson Cos Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Patterson Cos Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:23.43% (-0.94%)

Analysis last updated: Friday, May 17, 2024 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.2849	4.60
$α$	0.0542	76.09
$β$	0.9969	1701.15
$ν$	4	37.38

Estimation Period:
Oct 28, 1992 to May 17, 2024