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

V-Lab

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V-Lab

Zoetis Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:30.74% (-2.38%)

Analysis last updated: Monday, November 11, 2024 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6558	4.68
$α$	0.0843	17.65
$β$	0.9727	160.25
$ν$	5	5.45

Estimation Period:
Feb 1, 2013 to Nov 8, 2024