V-Lab: Samyang Genex Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Samyang Genex Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, December 29th, 2015:35.82% (-1.05%)

Analysis last updated: Monday, March 1, 2021 at 07:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10.8669	4.51
$α$	0.0719	48.14
$β$	0.9946	780.05
$ν$	6	14.31

Estimation Period:
Jan 3, 1990 to Dec 24, 2015