V-Lab: DL Holdings Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

DL Holdings Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:39.87% (-0.33%)

Analysis last updated: Saturday, May 11, 2024 at 03:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10.0001	7.10
$α$	0.0716	30.75
$β$	0.9872	520.67
$ν$	6	7.31

Estimation Period:
Jan 3, 1990 to May 3, 2024