V-Lab: Waters Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Waters Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:34.75% (-1.90%)

Analysis last updated: Monday, May 20, 2024 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.3241	4.98
$α$	0.0669	65.44
$β$	0.9934	777.88
$ν$	4	29.07

Estimation Period:
Nov 20, 1995 to May 17, 2024