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

V-Lab

| |

V-Lab

Woongjin Thinkbig Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:30.11% (-1.47%)

Analysis last updated: Saturday, April 27, 2024 at 11:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	11.8107	3.77
$α$	0.0777	33.75
$β$	0.9874	284.56
$ν$	4	11.57

Estimation Period:
Nov 7, 1994 to Apr 26, 2024