Sinovac Biotech Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, August 6th, 2019:10.21% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 54.4544 | 10.27 | |
| 0.1204 | 109.94 | |
| 0.9981 | 5,837.09 | |
| 2.9227 | 245.50 |
Estimation Period:
Sep 29, 2003 to Aug 2, 2019
Sep 29, 2003 to Aug 2, 2019
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