V-Lab: Thaai Casting Limited GAS-GARCH Student T Volatility Analysis

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V-Lab

Thaai Casting Limited GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, January 28th, 2025:65.11% (+5.36%)

Analysis last updated: Tuesday, January 28, 2025 at 11:20 PM UTC

Date Range:

from

to

6M ·

Parameter Estimates

	param	t-stat
$ω$	46.9877	6.00
$α$	0.0440	9.25
$β$	0.9983	862.13
$ν$	3	9.57

Estimation Period:
Feb 23, 2024 to Jan 24, 2025