V-Lab
Daesung Group Partners Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, July 28th, 2017:31.94% (-2.91%)
Analysis last updated: Monday, March 1, 2021 at 06:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.5851 | 5.21 | |
| 0.1357 | 31.73 | |
| 0.9683 | 153.63 | |
| 4 | 15.49 |
Estimation Period:
Jan 3, 1990 to Jul 21, 2017
Jan 3, 1990 to Jul 21, 2017
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