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

V-Lab

| |

V-Lab

Dongsung Chemical Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, March 30th, 2021:28.43% (+5.44%)

Analysis last updated: Monday, March 29, 2021 at 09:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	23.9592	5.25
$α$	0.1171	106.28
$β$	0.9948	1053.83
$ν$	4	55.95

Estimation Period:
Jan 3, 1990 to Mar 26, 2021