V-Lab
Sangsangin Investment & Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:22.55% (+0.27%)
Analysis last updated: Saturday, May 18, 2024 at 12:24 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 34.0628 | 4.94 | |
| 0.1278 | 105.07 | |
| 0.9937 | 810.53 | |
| 4 | 56.23 |
Estimation Period:
Jan 3, 1990 to May 14, 2024
Jan 3, 1990 to May 14, 2024
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