V-Lab
Korea Airport Service Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:42.84% (-1.39%)
Analysis last updated: Sunday, April 21, 2024 at 12:17 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.7484 | 3.92 | |
| 0.0833 | 55.43 | |
| 0.9921 | 487.49 | |
| 4 | 24.05 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024
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