V-Lab: KB Capital Co Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

KB Capital Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, July 5th, 2017:29.40% (-0.22%)

Analysis last updated: Monday, March 1, 2021 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	32.7660	8.03
$α$	0.0862	87.46
$β$	0.9976	3654.38
$ν$	4	45.20

Estimation Period:
Nov 19, 1996 to Jun 30, 2017