V-Lab: Han Kook Steel Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Han Kook Steel Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:30.32% (-2.90%)

Analysis last updated: Thursday, May 16, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	81.4156	6.02
$α$	0.1100	120.17
$β$	0.9975	2570.87
$ν$	3	105.76

Estimation Period:
Jul 18, 1997 to May 14, 2024