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

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V-Lab

KR Motors Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:66.91% (+10.23%)

Analysis last updated: Sunday, April 28, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	44.4047	4.77
$α$	0.1241	103.05
$β$	0.9939	800.22
$ν$	4	54.40

Estimation Period:
Jan 3, 1990 to Apr 26, 2024