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

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V-Lab

Hyundai Futurenet Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:35.12% (-2.58%)

Analysis last updated: Saturday, May 11, 2024 at 03:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.9732	4.02
$α$	0.0808	21.32
$β$	0.9779	179.83
$ν$	4	6.42

Estimation Period:
Dec 23, 2010 to May 3, 2024