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

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V-Lab

Visa Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:15.20% (-1.03%)

Analysis last updated: Friday, May 17, 2024 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	19.0589	5.37
$α$	0.0990	62.51
$β$	0.9984	3491.05
$ν$	6	17.82

Estimation Period:
Mar 19, 2008 to May 17, 2024