V-Lab
Chosun Steel Wire Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:24.87% (-3.67%)
Analysis last updated: Friday, May 3, 2024 at 12:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 222.4877 | 8.03 | |
| 0.1539 | 102.69 | |
| 0.9990 | 8612.07 | |
| 3 | 97.82 |
Estimation Period:
Feb 19, 2010 to Apr 30, 2024
Feb 19, 2010 to Apr 30, 2024
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