V-Lab: GALAXIA SM Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

GALAXIA SM Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:38.94% (-3.19%)

Analysis last updated: Thursday, May 2, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	18.3935	6.72
$α$	0.1121	32.71
$β$	0.9674	191.49
$ν$	4	15.47

Estimation Period:
Jan 3, 1990 to Apr 30, 2024