V-Lab: Dongwha Pharm Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Dongwha Pharm Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:20.23% (+1.55%)

Analysis last updated: Saturday, May 11, 2024 at 04:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	12.4161	4.56
$α$	0.1038	47.97
$β$	0.9892	411.98
$ν$	5	17.89

Estimation Period:
Jan 3, 1990 to May 3, 2024