V-Lab: Lenovo Group Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Lenovo Group Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:42.45% (+0.87%)

Analysis last updated: Sunday, April 28, 2024 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	20.4066	5.50
$α$	0.0657	77.61
$β$	0.9971	2051.55
$ν$	5	33.41

Estimation Period:
Feb 14, 1994 to Apr 26, 2024