V-Lab
Heungkuk Fire & Marine Insurance Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:43.43% (-0.68%)
Analysis last updated: Saturday, May 11, 2024 at 04:00 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 29.4348 | 8.29 | |
| 0.1092 | 127.76 | |
| 0.9974 | 3335.69 | |
| 4 | 99.89 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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