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

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V-Lab

Samick THK Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:52.50% (-2.77%)

Analysis last updated: Wednesday, May 1, 2024 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	15.0380	3.60
$α$	0.0843	54.25
$β$	0.9912	388.39
$ν$	4	21.70

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