V-Lab: Youngone Holdings Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Youngone Holdings Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:25.12% (-1.61%)

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
$ω$	11.6701	4.34
$α$	0.0906	42.73
$β$	0.9887	370.30
$ν$	4	15.69

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