V-Lab
Shinsegae International Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:24.71% (-0.69%)
Analysis last updated: Thursday, May 16, 2024 at 11:26 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.3032 | 6.51 | |
| 0.0407 | 42.80 | |
| 0.9980 | 3589.91 | |
| 5 | 10.88 |
Estimation Period:
Jul 14, 2011 to May 14, 2024
Jul 14, 2011 to May 14, 2024
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