V-Lab: Textron Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Textron Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:22.42% (+2.03%)

Analysis last updated: Friday, May 17, 2024 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.2967	5.36
$α$	0.0798	30.11
$β$	0.9857	361.47
$ν$	6	7.84

Estimation Period:
Jan 2, 1990 to May 17, 2024