V-Lab
Tae Kyung Industrial Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:12.86% (-1.08%)
Analysis last updated: Tuesday, May 7, 2024 at 10:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 22.0954 | 7.06 | |
| 0.1087 | 125.61 | |
| 0.9978 | 3348.45 | |
| 3 | 177.70 |
Estimation Period:
Jan 30, 1996 to May 3, 2024
Jan 30, 1996 to May 3, 2024
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