V-Lab
Hanwha Galleria Timeworld Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 28th, 2020:14.26% (-0.08%)
Analysis last updated: Monday, March 1, 2021 at 05:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.8870 | 4.93 | |
| 0.0961 | 78.94 | |
| 0.9941 | 865.98 | |
| 4 | 52.82 |
Estimation Period:
Jan 30, 1996 to Feb 21, 2020
Jan 30, 1996 to Feb 21, 2020
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