V-Lab: Hana Tour Service Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Hana Tour Service Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:47.63% (-2.79%)

Analysis last updated: Thursday, May 2, 2024 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10.3940	3.73
$α$	0.0622	24.99
$β$	0.9842	227.72
$ν$	4	7.95

Estimation Period:
Nov 29, 2000 to Apr 30, 2024