V-Lab: Hi Gold Ocean No2 Ship Investment Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Hi Gold Ocean No2 Ship Investment Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, December 21st, 2016:333.66% (-119.20%)

Analysis last updated: Monday, March 1, 2021 at 07:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	925.1482	2.84
$α$	0.1972	90.20
$β$	0.9830	171.77
$ν$	2	7508.67

Estimation Period:
Apr 15, 2011 to Dec 16, 2016

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