V-Lab: Ilshin Stone Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Ilshin Stone Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:35.92% (-3.07%)

Analysis last updated: Sunday, April 21, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	30.6205	5.32
$α$	0.1083	76.99
$β$	0.9915	635.16
$ν$	4	34.30

Estimation Period:
Jan 3, 1990 to Apr 19, 2024