V-Lab: Thomson Reuters Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Thomson Reuters Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:14.80% (-0.60%)

Analysis last updated: Wednesday, May 15, 2024 at 01:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2902	5.05
$α$	0.0543	43.30
$β$	0.9922	611.33
$ν$	5	11.29

Estimation Period:
Jan 1, 1990 to May 10, 2024