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

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V-Lab

Samchully Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:16.23% (+1.12%)

Analysis last updated: Saturday, May 4, 2024 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.0378	4.16
$α$	0.0871	65.96
$β$	0.9935	637.24
$ν$	4	25.24

Estimation Period:
Jan 2, 1990 to May 3, 2024