V-Lab: Daidong Electronics Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Daidong Electronics Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:502498.01% (+37341.15%)

Analysis last updated: Sunday, April 21, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	11.1464	1.22
$α$	0.0926	5.26
$β$	0.9952	277.91
$ν$	2	438.98

Estimation Period:
Jun 6, 1990 to Apr 19, 2024