V-Lab: Hanwha Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Hanwha Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:30.77% (+0.45%)

Analysis last updated: Thursday, May 9, 2024 at 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	11.8303	5.55
$α$	0.0810	44.25
$β$	0.9922	727.94
$ν$	6	11.37

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