V-Lab: Power Solutions International Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Power Solutions International Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:269.08% (-36.88%)

Analysis last updated: Thursday, May 2, 2024 at 02:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6140.1820	9.61
$α$	0.0979	88.51
$β$	0.9990	9699.03
$ν$	2	3704.11

Estimation Period:
Jul 14, 2010 to Apr 19, 2024