V-Lab
Namyang Dairy Products Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:28.60% (+1.83%)
Analysis last updated: Saturday, May 4, 2024 at 11:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.8144 | 6.64 | |
| 0.1085 | 100.77 | |
| 0.9894 | 625.39 | |
| 3 | 110.55 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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