V-Lab: Tailim Paper Co Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Tailim Paper Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, August 11th, 2016:172.44% (-14.98%)

Analysis last updated: Monday, March 1, 2021 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	61.9740	8.25
$α$	0.0883	92.46
$β$	0.9990	8612.07
$ν$	3	150.07

Estimation Period:
Aug 18, 1995 to Aug 5, 2016