V-Lab: Rocket Electric Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Rocket Electric Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2015:275.41% (-33.92%)

Analysis last updated: Monday, March 1, 2021 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	24.1810	6.44
$α$	0.1516	36.90
$β$	0.9672	182.42
$ν$	4	16.58

Estimation Period:
Jan 3, 1990 to Feb 17, 2015