V-Lab: Hyundai Wia Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Hyundai Wia Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:35.60% (-1.95%)

Analysis last updated: Thursday, May 2, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.1772	5.91
$α$	0.0664	14.46
$β$	0.9524	124.68
$ν$	4	4.36

Estimation Period:
Feb 21, 2011 to Apr 30, 2024