V-Lab: China Waste Corp Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

China Waste Corp Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, September 20th, 2016:738.85% (-119.95%)

Analysis last updated: Monday, March 1, 2021 at 07:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4616.0510	2.39
$α$	0.1173	21.30
$β$	0.9447	40.07
$ν$	2	506.48

Estimation Period:
Feb 2, 1996 to Apr 29, 2016