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 17th, 2024:44.86% (+2.31%)

Analysis last updated: Saturday, May 18, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1786	3.86
$α$	0.0796	22.07
$β$	0.9790	182.18
$ν$	4	6.78

Estimation Period:
Dec 23, 2010 to May 14, 2024