V-Lab
Shinsegae International Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:30.53% (-0.29%)
Analysis last updated: Wednesday, May 1, 2024 at 09:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.7423 | 5.74 | |
| 0.0411 | 42.25 | |
| 0.9974 | 2703.10 | |
| 5 | 9.99 |
Estimation Period:
Jul 14, 2011 to Apr 30, 2024
Jul 14, 2011 to Apr 30, 2024
Other Shinsegae International Co Ltd Analyses