V-Lab: Chin Yang Chemical Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Chin Yang Chemical Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:32.64% (-0.16%)

Analysis last updated: Wednesday, May 1, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	330.6357	8.42
$α$	0.1659	138.57
$β$	0.9986	6793.46
$ν$	3	163.48

Estimation Period:
Jan 29, 2001 to Apr 30, 2024