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

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V-Lab

CJ Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:44.41% (-2.73%)

Analysis last updated: Thursday, May 2, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.6510	8.35
$α$	0.0712	30.45
$β$	0.9827	478.42
$ν$	6	8.12

Estimation Period:
Jan 3, 1990 to Apr 30, 2024