V-Lab: COSCO SHIPPING Ports Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

COSCO SHIPPING Ports Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:35.21% (-2.03%)

Analysis last updated: Thursday, May 16, 2024 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.8258	5.00
$α$	0.0732	32.42
$β$	0.9896	464.81
$ν$	6	8.77

Estimation Period:
Dec 19, 1994 to May 14, 2024