V-Lab: Jeju Bank GAS-GARCH Student T Volatility Analysis

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V-Lab

Jeju Bank GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:66.31% (+8.96%)

Analysis last updated: Saturday, April 27, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	29.5955	8.41
$α$	0.1171	143.47
$β$	0.9975	3640.69
$ν$	3	133.97

Estimation Period:
Jan 3, 1990 to Apr 26, 2024