V-Lab: KG DONGBUSTEEL GAS-GARCH Student T Volatility Analysis

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V-Lab

KG DONGBUSTEEL GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:29.24% (-1.32%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	16.8253	4.15
$α$	0.1079	40.23
$β$	0.9816	222.63
$ν$	4	18.89

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