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

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V-Lab

DRB Holding Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:33.54% (-3.76%)

Analysis last updated: Thursday, May 16, 2024 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	19.7458	4.33
$α$	0.1072	92.71
$β$	0.9912	486.36
$ν$	3	72.23

Estimation Period:
Jan 3, 1990 to May 14, 2024