V-Lab: China Finance Online Co Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

China Finance Online Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:136.89% (-28.42%)

Analysis last updated: Tuesday, April 30, 2024 at 01:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	468.9693	6.51
$α$	0.1444	131.67
$β$	0.9965	2050.48
$ν$	2	363.13

Estimation Period:
Oct 15, 2004 to Dec 29, 2023