V-Lab: KG Mobility Co GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

KG Mobility Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:77228.84% (-18219.92%)

Analysis last updated: Wednesday, May 1, 2024 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	13.0015	8.29
$α$	0.1402	433.91
$β$	0.9990	8256.20
$ν$	2	2000000.00

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