V-Lab: Shunfa Hengye Corp GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Shunfa Hengye Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:53.58% (-2.77%)

Analysis last updated: Wednesday, May 1, 2024 at 07:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	17.2220	3.28
$α$	0.1143	46.18
$β$	0.9911	371.47
$ν$	4	17.54

Estimation Period:
Nov 22, 1996 to Apr 30, 2024