V-Lab: Busan Industrial Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Busan Industrial Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:35.34% (+2.49%)

Analysis last updated: Sunday, April 21, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	32.7893	5.75
$α$	0.1268	102.93
$β$	0.9895	548.22
$ν$	3	85.28

Estimation Period:
Sep 14, 1990 to Apr 19, 2024