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

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V-Lab

Woongjin Energy Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 1st, 2020:606.03% (+88.25%)

Analysis last updated: Monday, March 1, 2021 at 07:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	20.0588	3.91
$α$	0.1374	16.71
$β$	0.9451	65.25
$ν$	4	7.59

Estimation Period:
Jun 30, 2010 to May 29, 2020