V-Lab: Cheil Industries Inc/Old GAS-GARCH Student T Volatility Analysis

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V-Lab

Cheil Industries Inc/Old GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, June 27th, 2014:34.09% (+2.71%)

Analysis last updated: Monday, March 1, 2021 at 06:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.5404	7.19
$α$	0.0637	26.50
$β$	0.9890	574.34
$ν$	8	4.85

Estimation Period:
Jan 3, 1990 to Jun 20, 2014