V-Lab: Kina Petroleum Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Kina Petroleum Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 4th, 2019:491.58% (-52.68%)

Analysis last updated: Monday, March 1, 2021 at 05:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	894.6365	2.33
$α$	0.0708	19.61
$β$	0.9664	72.87
$ν$	2	444.87

Estimation Period:
Dec 19, 2011 to Mar 29, 2019