V-Lab: Chokwang Paint Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Chokwang Paint Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:39.26% (+2.94%)

Analysis last updated: Tuesday, April 30, 2024 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	16.7593	5.07
$α$	0.1127	79.11
$β$	0.9922	650.21
$ν$	4	36.33

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