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

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V-Lab

Wooshin Systems Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:38.43% (-3.66%)

Analysis last updated: Tuesday, May 7, 2024 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	20.6929	3.10
$α$	0.1003	50.13
$β$	0.9896	304.32
$ν$	3	23.41

Estimation Period:
Aug 10, 2001 to May 3, 2024