V-Lab: Tractor Supply Co GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Tractor Supply Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:27.41% (+3.09%)

Analysis last updated: Friday, May 17, 2024 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.3922	4.29
$α$	0.0573	29.36
$β$	0.9889	408.30
$ν$	4	9.40

Estimation Period:
Feb 21, 1994 to May 17, 2024