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

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V-Lab

JS Cable Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 10th, 2014:81.72% (-11.91%)

Analysis last updated: Monday, March 1, 2021 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	202.8178	7.49
$α$	0.1152	63.77
$β$	0.9990	7744.03
$ν$	3	98.18

Estimation Period:
Nov 12, 2007 to Apr 9, 2014