V-Lab: Sung Bo Chemicals Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Sung Bo Chemicals Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:12.21% (-0.66%)

Analysis last updated: Thursday, May 2, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	22.3603	7.28
$α$	0.0875	127.21
$β$	0.9979	3737.57
$ν$	3	162.36

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