V-Lab: Han Chang Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Han Chang Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:25.51% (-0.01%)

Analysis last updated: Saturday, May 11, 2024 at 03:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	33.9730	4.44
$α$	0.1461	42.83
$β$	0.9782	195.92
$ν$	4	23.92

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