V-Lab
Woori Financial Capital Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, August 6th, 2021:25.41% (+2.26%)
Analysis last updated: Thursday, August 5, 2021 at 08:44 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7770 | 3.77 | |
| 0.1196 | 18.55 | |
| 0.9548 | 83.06 | |
| 3 | 12.95 |
Estimation Period:
Jun 25, 2009 to Jul 30, 2021
Jun 25, 2009 to Jul 30, 2021
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