V-Lab: Pernod Ricard SA GAS-GARCH Student T Volatility Analysis

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V-Lab

Pernod Ricard SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:19.13% (+2.45%)

Analysis last updated: Wednesday, May 8, 2024 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.8941	5.05
$α$	0.0547	35.86
$β$	0.9913	554.72
$ν$	5	8.45

Estimation Period:
Jan 1, 1990 to May 3, 2024