V-Lab
Seoul Broadcasting System GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:30.55% (+0.87%)
Analysis last updated: Wednesday, May 1, 2024 at 09:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 38.8867 | 6.12 | |
| 0.0677 | 76.79 | |
| 0.9987 | 5427.84 | |
| 4 | 32.40 |
Estimation Period:
May 25, 1999 to Apr 30, 2024
May 25, 1999 to Apr 30, 2024
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