V-Lab: Samyang Entech Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Samyang Entech Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, November 27th, 2014:35.95% (+4.15%)

Analysis last updated: Monday, March 1, 2021 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	28.8596	4.12
$α$	0.1227	101.32
$β$	0.9920	514.77
$ν$	3	99.60

Estimation Period:
Jan 3, 1990 to Nov 21, 2014