V-Lab
Samjin Pharmaceutical Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:12.77% (+0.02%)
Analysis last updated: Sunday, May 19, 2024 at 12:20 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 20.3231 | 5.43 | |
| 0.0932 | 92.35 | |
| 0.9959 | 1369.86 | |
| 4 | 39.30 |
Estimation Period:
Jan 3, 1990 to May 17, 2024
Jan 3, 1990 to May 17, 2024
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