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

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V-Lab

Chobi Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:24.42% (-1.31%)

Analysis last updated: Saturday, April 27, 2024 at 11:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	29.5354	4.44
$α$	0.1225	67.76
$β$	0.9889	393.97
$ν$	4	32.55

Estimation Period:
Jan 3, 1990 to Apr 26, 2024