V-Lab
Nong Shim Holdings Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:16.98% (-1.05%)
Analysis last updated: Sunday, April 21, 2024 at 12:10 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7692 | 6.09 | |
| 0.1099 | 64.62 | |
| 0.9831 | 369.45 | |
| 3 | 45.38 |
Estimation Period:
Jul 30, 2003 to Apr 19, 2024
Jul 30, 2003 to Apr 19, 2024
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