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

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V-Lab

Binggrae Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:33.08% (-1.30%)

Analysis last updated: Saturday, May 4, 2024 at 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10.2656	5.60
$α$	0.0698	67.98
$β$	0.9967	1742.49
$ν$	6	20.71

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