V-Lab: Daelim B&Co Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Daelim B&Co Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:25.53% (+3.77%)

Analysis last updated: Saturday, May 11, 2024 at 03:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	34.4218	3.80
$α$	0.1133	99.86
$β$	0.9953	823.89
$ν$	4	44.48

Estimation Period:
Dec 23, 1992 to May 3, 2024