V-Lab
Samick Musical Instruments Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:13.04% (-0.56%)
Analysis last updated: Tuesday, May 7, 2024 at 10:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 28.1624 | 9.21 | |
| 0.0874 | 114.45 | |
| 0.9981 | 5198.41 | |
| 4 | 90.22 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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