V-Lab
Daehan Synthetic Fiber Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:24.86% (-2.37%)
Analysis last updated: Wednesday, May 1, 2024 at 10:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.7117 | 5.18 | |
| 0.1252 | 101.92 | |
| 0.9914 | 616.57 | |
| 3 | 71.12 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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