V-Lab
Samsung Heavy Industries Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:33.65% (-1.52%)
Analysis last updated: Thursday, May 16, 2024 at 11:26 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.4029 | 5.19 | |
| 0.0627 | 25.51 | |
| 0.9850 | 318.37 | |
| 5 | 6.37 |
Estimation Period:
Jan 28, 1994 to May 14, 2024
Jan 28, 1994 to May 14, 2024
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