V-Lab: Samho Development Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Samho Development Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:16.86% (-0.45%)

Analysis last updated: Wednesday, May 1, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	105.5424	7.05
$α$	0.1284	115.78
$β$	0.9985	4894.39
$ν$	3	85.64

Estimation Period:
Jul 17, 2002 to Apr 30, 2024