V-Lab: Daelim Trading Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Daelim Trading Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:30.94% (-1.93%)

Analysis last updated: Wednesday, May 1, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	21.7495	10.96
$α$	0.0767	118.73
$β$	0.9990	11100.00
$ν$	3	336.29

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