V-Lab: Dongbang Agro Co GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Dongbang Agro Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:11.43% (-0.91%)

Analysis last updated: Saturday, April 27, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	22.3952	8.45
$α$	0.1070	135.47
$β$	0.9984	5516.02
$ν$	3	152.10

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