V-Lab: SK Networks Co Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

SK Networks Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:30.17% (-0.37%)

Analysis last updated: Thursday, May 9, 2024 at 12:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	12.2116	4.91
$α$	0.0788	48.02
$β$	0.9921	624.76
$ν$	5	14.47

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