V-Lab: Dunxin Financial Holdings Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Dunxin Financial Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:97.91% (-11.61%)

Analysis last updated: Friday, May 3, 2024 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	46.7867	3.22
$α$	0.1187	30.33
$β$	0.9744	117.98
$ν$	3	19.66

Estimation Period:
Nov 23, 2010 to May 3, 2024