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

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V-Lab

Hansae Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:32.43% (-0.70%)

Analysis last updated: Thursday, May 16, 2024 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.1791	6.17
$α$	0.0395	15.25
$β$	0.9772	215.52
$ν$	5	2.96

Estimation Period:
Mar 20, 2009 to May 14, 2024