V-Lab: Moonbae Steel Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Moonbae Steel Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:25.25% (-0.78%)

Analysis last updated: Wednesday, May 15, 2024 at 02:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	41.0530	5.32
$α$	0.1093	122.79
$β$	0.9969	1891.71
$ν$	3	88.34

Estimation Period:
Nov 7, 1994 to May 10, 2024