V-Lab: Hankook Shell Oil Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Hankook Shell Oil Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:19.13% (+0.47%)

Analysis last updated: Saturday, April 27, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	18.1070	9.01
$α$	0.1009	121.69
$β$	0.9988	7682.71
$ν$	4	97.57

Estimation Period:
Jan 3, 1990 to Apr 26, 2024