V-Lab: Hyundai Paint Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Hyundai Paint Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, November 21st, 2016:362.81% (+102.16%)

Analysis last updated: Monday, March 1, 2021 at 08:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	46.2533	4.75
$α$	0.1759	38.86
$β$	0.9756	185.58
$ν$	4	18.21

Estimation Period:
Jan 3, 1990 to Nov 18, 2016