V-Lab: Shinsung FA Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Shinsung FA Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, December 14th, 2016:50.50% (-6.82%)

Analysis last updated: Monday, March 1, 2021 at 07:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	338.8557	9.10
$α$	0.1314	72.15
$β$	0.9988	7624.12
$ν$	3	82.66

Estimation Period:
Sep 1, 2008 to Dec 9, 2016