V-Lab: Poongsan Holdings Corp GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Poongsan Holdings Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:38.85% (+2.89%)

Analysis last updated: Wednesday, May 1, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10.9527	3.98
$α$	0.0868	58.28
$β$	0.9947	747.36
$ν$	6	13.90

Estimation Period:
Jan 3, 1990 to Apr 30, 2024