V-Lab: Alvogen Korea Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Alvogen Korea Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, March 18th, 2019:10.56% (-0.09%)

Analysis last updated: Monday, March 1, 2021 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	57.5125	10.50
$α$	0.1250	130.99
$β$	0.9987	8322.38
$ν$	4	115.00

Estimation Period:
Jan 3, 1990 to Mar 15, 2019