V-Lab: Posco Plantec Co Ltd/New GAS-GARCH Student T Volatility Analysis

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V-Lab

Posco Plantec Co Ltd/New GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 15th, 2016:246.83% (-14.99%)

Analysis last updated: Monday, March 1, 2021 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	17.9993	5.24
$α$	0.1489	16.30
$β$	0.9393	78.42
$ν$	4	5.76

Estimation Period:
Nov 29, 2007 to Apr 12, 2016