V-Lab: ILSUNG IS GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

ILSUNG IS GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:31.64% (+1.02%)

Analysis last updated: Sunday, April 21, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	36.5447	8.02
$α$	0.1146	136.40
$β$	0.9979	4089.72
$ν$	3	134.16

Estimation Period:
Jan 3, 1990 to Apr 19, 2024