V-Lab: Kolon Global Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Kolon Global Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:26.70% (-1.59%)

Analysis last updated: Thursday, May 2, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	13.5229	5.39
$α$	0.1014	34.25
$β$	0.9804	263.47
$ν$	4	14.81

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