V-Lab: Gaon Cable Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Gaon Cable Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:109.76% (-10.59%)

Analysis last updated: Thursday, May 2, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	15.9073	3.73
$α$	0.0948	71.77
$β$	0.9944	670.97
$ν$	4	29.85

Estimation Period:
Jan 3, 1990 to Apr 30, 2024