V-Lab: Hwa Shin Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Hwa Shin Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:37.12% (-1.04%)

Analysis last updated: Wednesday, May 1, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	18.7446	3.41
$α$	0.0690	57.45
$β$	0.9946	632.31
$ν$	4	19.52

Estimation Period:
Jan 14, 1994 to Apr 30, 2024