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

V-Lab

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V-Lab

Daechang Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:58.98% (+0.15%)

Analysis last updated: Saturday, May 11, 2024 at 03:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	16.0587	3.76
$α$	0.0962	44.40
$β$	0.9886	318.59
$ν$	4	16.40

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