V-Lab
CITIC Heavy Industries Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:31.17% (-3.20%)
Analysis last updated: Saturday, May 4, 2024 at 04:11 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.1654 | 3.29 | |
| 0.1080 | 38.70 | |
| 0.9854 | 233.68 | |
| 4 | 15.15 |
Estimation Period:
Jul 6, 2012 to May 2, 2024
Jul 6, 2012 to May 2, 2024
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