V-Lab: Doosan Enerbility Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Doosan Enerbility Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:44.12% (-0.35%)

Analysis last updated: Friday, May 3, 2024 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.9806	6.16
$α$	0.0612	26.25
$β$	0.9780	278.72
$ν$	4	7.53

Estimation Period:
Oct 25, 2000 to Apr 30, 2024