V-Lab: Millicom International Cellular SA GAS-GARCH Student T Volatility Analysis

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V-Lab

Millicom International Cellular SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:23.18% (-1.08%)

Analysis last updated: Friday, May 3, 2024 at 01:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.4012	3.46
$α$	0.0600	27.01
$β$	0.9857	241.89
$ν$	4	9.15

Estimation Period:
Mar 30, 2004 to Apr 26, 2024