V-Lab: CLP Holdings Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

CLP Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:11.40% (-0.54%)

Analysis last updated: Saturday, November 9, 2024 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4723	6.25
$α$	0.0719	77.67
$β$	0.9966	2046.37
$ν$	6	17.32

Estimation Period:
Jan 1, 1990 to Nov 8, 2024