V-Lab: Able C&C Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Able C&C Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:52.10% (-3.91%)

Analysis last updated: Tuesday, May 7, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	12.8620	7.93
$α$	0.0800	17.93
$β$	0.9459	133.77
$ν$	4	5.90

Estimation Period:
Feb 4, 2005 to May 3, 2024