V-Lab
Hanyang Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:12.89% (+0.14%)
Analysis last updated: Thursday, May 9, 2024 at 12:47 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.2534 | 10.94 | |
| 0.0754 | 110.55 | |
| 0.9990 | 11482.76 | |
| 4 | 107.82 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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