V-Lab: MiraeING GAS-GARCH Student T Volatility Analysis

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V-Lab

MiraeING GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:29.63% (-2.04%)

Analysis last updated: Wednesday, May 15, 2024 at 02:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	37.6202	3.22
$α$	0.1247	60.89
$β$	0.9852	217.38
$ν$	3	39.96

Estimation Period:
Nov 29, 1999 to May 10, 2024