V-Lab: Kyung-In Synthetic Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Kyung-In Synthetic Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:18.30% (-0.98%)

Analysis last updated: Thursday, May 9, 2024 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	24.8813	5.61
$α$	0.0833	93.78
$β$	0.9969	1920.85
$ν$	4	56.06

Estimation Period:
Oct 5, 1995 to May 3, 2024