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

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V-Lab

Daewoong Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:36.68% (+0.05%)

Analysis last updated: Wednesday, May 15, 2024 at 02:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10.7138	5.06
$α$	0.0857	41.03
$β$	0.9860	344.39
$ν$	4	15.61

Estimation Period:
Jan 3, 1990 to May 10, 2024