V-Lab: Hanwha Ocean Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Hanwha Ocean Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:49.89% (+0.47%)

Analysis last updated: Sunday, May 19, 2024 at 12:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	11.4263	6.52
$α$	0.0650	19.13
$β$	0.9738	235.96
$ν$	5	5.31

Estimation Period:
Feb 2, 2001 to May 17, 2024