V-Lab
Vanfund Urban Investment & Development Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:48.67% (-5.59%)
Analysis last updated: Saturday, May 4, 2024 at 08:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.2143 | 12.14 | |
| 0.1295 | 22.87 | |
| 0.9433 | 175.17 | |
| 6 | 6.45 |
Estimation Period:
Nov 26, 1996 to May 3, 2024
Nov 26, 1996 to May 3, 2024
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