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

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V-Lab

Hyundai BNG Steel Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:52.47% (+4.45%)

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
$ω$	13.5781	6.22
$α$	0.0914	38.88
$β$	0.9839	356.34
$ν$	5	12.74

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