V-Lab: KC Green Holdings Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

KC Green Holdings Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:33.87% (-2.43%)

Analysis last updated: Thursday, May 2, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	20.8886	5.63
$α$	0.0830	76.59
$β$	0.9927	803.80
$ν$	4	40.73

Estimation Period:
Sep 11, 1995 to Apr 30, 2024