V-Lab: Daeduck GDS Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Daeduck GDS Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, November 29th, 2018:48.38% (-0.55%)

Analysis last updated: Monday, March 1, 2021 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.0615	6.54
$α$	0.0548	27.63
$β$	0.9876	465.40
$ν$	6	6.30

Estimation Period:
Jan 3, 1990 to Nov 23, 2018