V-Lab: Planet Payment Inc GAS-GARCH Student T Volatility Analysis

V-Lab

Planet Payment Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, December 20th, 2017:16.52% (-0.15%)

Analysis last updated: Monday, March 1, 2021 at 08:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	136.0246	9.90
$α$	0.0651	59.19
$β$	0.9990	8,256.20
$ν$	2.5888	209.23

Estimation Period:
Nov 20, 2008 to Dec 15, 2017