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

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V-Lab

Sunjin Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:23.97% (-1.43%)

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
$ω$	6.2983	4.95
$α$	0.0911	18.16
$β$	0.9677	159.34
$ν$	4	7.20

Estimation Period:
Feb 16, 2011 to May 14, 2024