V-Lab: Hannong Chemicals Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Hannong Chemicals Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:63.23% (-6.87%)

Analysis last updated: Wednesday, May 1, 2024 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	15.0953	3.96
$α$	0.1100	46.97
$β$	0.9822	223.79
$ν$	3	31.45

Estimation Period:
Jan 9, 2003 to Apr 30, 2024