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

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V-Lab

Sungshin Cement Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:22.11% (-0.71%)

Analysis last updated: Sunday, April 21, 2024 at 12:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	14.4804	5.22
$α$	0.0920	37.14
$β$	0.9848	324.06
$ν$	4	14.75

Estimation Period:
Jan 3, 1990 to Apr 19, 2024