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

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V-Lab

Cosmochemical Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:50.68% (-3.91%)

Analysis last updated: Wednesday, May 1, 2024 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	19.2011	5.42
$α$	0.0945	44.99
$β$	0.9856	352.12
$ν$	4	16.79

Estimation Period:
Jan 3, 1990 to Apr 30, 2024