V-Lab
Shanghai Jiao Yun Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:51.17% (+0.37%)
Analysis last updated: Wednesday, May 1, 2024 at 07:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.3418 | 3.85 | |
| 0.0945 | 48.65 | |
| 0.9910 | 436.77 | |
| 4 | 16.42 |
Estimation Period:
Sep 28, 1993 to Apr 30, 2024
Sep 28, 1993 to Apr 30, 2024
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