V-Lab
Namyang Dairy Products Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:25.05% (+0.52%)
Analysis last updated: Saturday, May 18, 2024 at 12:22 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.7799 | 6.65 | |
| 0.1084 | 100.80 | |
| 0.9894 | 627.78 | |
| 3 | 110.49 |
Estimation Period:
Jan 3, 1990 to May 14, 2024
Jan 3, 1990 to May 14, 2024
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