V-Lab: Dongbu Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Dongbu Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:18.37% (-0.60%)

Analysis last updated: Saturday, May 18, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	15.9189	4.65
$α$	0.1021	50.73
$β$	0.9890	426.84
$ν$	4	20.11

Estimation Period:
Jan 3, 1990 to May 14, 2024