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

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V-Lab

Charm Engineering Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:31.74% (-1.46%)

Analysis last updated: Thursday, May 9, 2024 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	23.5587	5.25
$α$	0.1006	60.54
$β$	0.9907	534.64
$ν$	5	22.84

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