V-Lab
Shinhan Engineering & Construction Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, June 30th, 2020:270.72% (+45.39%)
Analysis last updated: Monday, March 1, 2021 at 08:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.8897 | 4.23 | |
| 0.1575 | 36.49 | |
| 0.9733 | 153.34 | |
| 3 | 23.15 |
Estimation Period:
Jan 3, 1990 to Jun 26, 2020
Jan 3, 1990 to Jun 26, 2020
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