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

V-Lab

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V-Lab

Doosan Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:61.96% (-4.52%)

Analysis last updated: Thursday, May 16, 2024 at 11:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	12.3272	5.97
$α$	0.0785	42.24
$β$	0.9878	460.92
$ν$	5	14.34

Estimation Period:
Jan 3, 1990 to May 14, 2024