V-Lab
Shenhua International Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, August 23rd, 2017:1233.34% (-122.99%)
Analysis last updated: Monday, March 1, 2021 at 05:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6836.0160 | 2.43 | |
| 0.0682 | 6.79 | |
| 0.9546 | 52.29 | |
| 2 | 951.32 |
Estimation Period:
Sep 15, 2009 to Jun 2, 2017
Sep 15, 2009 to Jun 2, 2017
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