V-Lab
Korea Steel Shapes Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:22.54% (-0.54%)
Analysis last updated: Saturday, May 18, 2024 at 12:21 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.4672 | 3.26 | |
| 0.1171 | 81.48 | |
| 0.9928 | 457.11 | |
| 3 | 42.29 |
Estimation Period:
Jan 3, 1990 to May 14, 2024
Jan 3, 1990 to May 14, 2024
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