V-Lab: SK Hynix Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

SK Hynix Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:43.05% (-0.12%)

Analysis last updated: Wednesday, May 15, 2024 at 02:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	16.0302	8.29
$α$	0.0419	47.96
$β$	0.9978	3943.69
$ν$	8	8.56

Estimation Period:
Dec 26, 1996 to May 10, 2024