Gw Vitek Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:5.01% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.7158 | 0.46 | |
| 0.0748 | 50.38 | |
| 0.9990 | 493.58 | |
| 2.0000 | 4,889.98 |
Estimation Period:
Jan 19, 2001 to Jun 4, 2025
Jan 19, 2001 to Jun 4, 2025
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