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

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V-Lab

Ilshin Spinning Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:2545.03% (+255.95%)

Analysis last updated: Sunday, May 19, 2024 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.2372	17.13
$α$	0.0830	199.09
$β$	0.9990	15609.38
$ν$	2	20000150.00

Estimation Period:
Jan 3, 1990 to May 17, 2024