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

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V-Lab

Xerox Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:42.52% (-1.96%)

Analysis last updated: Monday, November 11, 2024 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.4291	4.43
$α$	0.0571	35.49
$β$	0.9915	520.75
$ν$	4	13.29

Estimation Period:
Jan 2, 1990 to Nov 8, 2024