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

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V-Lab

Daesang Holdings Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:36.44% (-4.54%)

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
$ω$	8.9563	3.11
$α$	0.1163	33.80
$β$	0.9820	170.90
$ν$	4	16.19

Estimation Period:
Aug 17, 2005 to Apr 30, 2024