V-Lab: Yangmei Chemical Co Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Yangmei Chemical Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:38.24% (-2.48%)

Analysis last updated: Thursday, May 16, 2024 at 08:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	12.2294	6.13
$α$	0.1070	37.27
$β$	0.9840	330.41
$ν$	6	11.48

Estimation Period:
Nov 19, 1993 to May 10, 2024