V-Lab: Amorepacific Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Amorepacific Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:43.97% (+0.52%)

Analysis last updated: Sunday, April 21, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.7581	7.11
$α$	0.0630	17.70
$β$	0.9715	209.56
$ν$	5	4.52

Estimation Period:
Jun 29, 2006 to Apr 19, 2024