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

V-Lab

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V-Lab

Dunxin Financial Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:109.71% (-5.87%)

Analysis last updated: Thursday, May 2, 2024 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	46.8703	3.21
$α$	0.1190	30.24
$β$	0.9743	116.89
$ν$	3	19.70

Estimation Period:
Nov 23, 2010 to Apr 26, 2024