V-Lab
Shinil Engineering Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, April 15th, 2015:375.66% (+95.11%)
Analysis last updated: Monday, March 1, 2021 at 07:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.7104 | 5.56 | |
| 0.1264 | 31.26 | |
| 0.9713 | 185.19 | |
| 4 | 14.62 |
Estimation Period:
Jan 3, 1990 to Apr 10, 2015
Jan 3, 1990 to Apr 10, 2015
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