V-Lab: Hanwha Engine GAS-GARCH Student T Volatility Analysis

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V-Lab

Hanwha Engine GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:47.54% (-3.28%)

Analysis last updated: Thursday, May 16, 2024 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.3031	5.36
$α$	0.0717	11.48
$β$	0.9513	102.40
$ν$	4	3.59

Estimation Period:
Jan 4, 2011 to May 14, 2024