V-Lab: DRB Industrial Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

DRB Industrial Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:87.59% (+10.75%)

Analysis last updated: Sunday, April 21, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	131.3652	7.25
$α$	0.1202	86.55
$β$	0.9988	6571.16
$ν$	3	129.54

Estimation Period:
Oct 19, 2012 to Apr 19, 2024