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

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V-Lab

Hyundai Pharmaceutical Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:23.58% (-1.86%)

Analysis last updated: Saturday, April 27, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	13.9432	4.05
$α$	0.1249	45.89
$β$	0.9857	277.90
$ν$	4	21.25

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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