V-Lab
China Petroleum & Chemical Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:27.12% (-1.31%)
Analysis last updated: Thursday, May 16, 2024 at 11:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0797 | 4.50 | |
| 0.0651 | 26.91 | |
| 0.9887 | 353.62 | |
| 6 | 5.29 |
Estimation Period:
Oct 19, 2000 to May 14, 2024
Oct 19, 2000 to May 14, 2024
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