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

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V-Lab

DL Construction Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, March 6th, 2024:19.94% (-0.41%)

Analysis last updated: Thursday, March 7, 2024 at 08:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	15.6292	5.18
$α$	0.0922	38.95
$β$	0.9866	372.59
$ν$	4	16.09

Estimation Period:
Jan 3, 1990 to Mar 1, 2024