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

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V-Lab

Shinsegae Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:29.24% (-1.03%)

Analysis last updated: Wednesday, May 1, 2024 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.8959	6.11
$α$	0.0600	27.61
$β$	0.9884	440.05
$ν$	6	6.87

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