V-Lab: MiraeING GAS-GARCH Student T Volatility Analysis

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V-Lab

MiraeING GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:51.91% (-5.94%)

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
$ω$	37.4755	3.22
$α$	0.1235	60.69
$β$	0.9852	218.31
$ν$	3	39.64

Estimation Period:
Nov 29, 1999 to Apr 30, 2024