V-Lab: Kum Bi Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Kum Bi Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:25.29% (+3.94%)

Analysis last updated: Friday, May 3, 2024 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	40.1098	6.84
$α$	0.1106	131.05
$β$	0.9965	2050.33
$ν$	3	192.31

Estimation Period:
Dec 6, 1993 to Apr 30, 2024