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

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V-Lab

RIFA Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:17.67% (-0.92%)

Analysis last updated: Tuesday, May 7, 2024 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	50.2611	5.78
$α$	0.1062	107.97
$β$	0.9974	2335.79
$ν$	4	69.15

Estimation Period:
Apr 29, 1994 to May 3, 2024