V-Lab: Bohae Brewery Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Bohae Brewery Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:21.33% (-1.61%)

Analysis last updated: Thursday, April 18, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	40.4617	6.51
$α$	0.1134	126.26
$β$	0.9968	2152.86
$ν$	4	89.34

Estimation Period:
Jan 3, 1990 to Apr 12, 2024