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

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V-Lab

Taewon Mulsan Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:23.78% (+2.63%)

Analysis last updated: Saturday, May 18, 2024 at 12:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	32.2059	3.70
$α$	0.1226	91.93
$β$	0.9907	393.78
$ν$	3	78.37

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