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

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V-Lab

Taekyung Chemical Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:28.06% (-2.14%)

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
$ω$	74.9286	6.26
$α$	0.0924	100.38
$β$	0.9990	6322.78
$ν$	3	121.63

Estimation Period:
Aug 30, 1996 to Apr 30, 2024