V-Lab: Dongwha Pharm Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Dongwha Pharm Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:29.46% (-1.32%)

Analysis last updated: Sunday, April 21, 2024 at 12:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	12.3832	4.58
$α$	0.1037	47.49
$β$	0.9890	408.02
$ν$	5	17.67

Estimation Period:
Jan 3, 1990 to Apr 19, 2024