V-Lab: SK Discovery Co Ltd EGARCH Volatility Analysis

V-Lab

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V-Lab

SK Discovery Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:34.95% (-1.78%)

Analysis last updated: Thursday, April 18, 2024 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0641	17.17
$α$	0.2056	31.82
$β$	0.9747	606.14
$γ$	0.0042	0.87

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

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Volatility Forecasts