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

V-Lab

| |

V-Lab

Jooyontech Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:28.47% (+1.11%)

Analysis last updated: Saturday, April 27, 2024 at 11:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	31.8575	2.88
$α$	0.1321	48.65
$β$	0.9849	191.88
$ν$	3	29.76

Estimation Period:
Nov 15, 2006 to Apr 26, 2024