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

V-Lab

| |

V-Lab

PetroChina Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:31.86% (-1.20%)

Analysis last updated: Wednesday, May 15, 2024 at 03:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.4756	3.88
$α$	0.0648	40.56
$β$	0.9934	557.15
$ν$	6	9.08

Estimation Period:
Apr 7, 2000 to May 10, 2024