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

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V-Lab

Daewon Cable Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:107.84% (-12.97%)

Analysis last updated: Thursday, May 16, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	38.1972	4.10
$α$	0.1144	83.63
$β$	0.9940	698.51
$ν$	4	38.63

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