V-Lab: Lotte Shopping Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Lotte Shopping Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:27.92% (-1.10%)

Analysis last updated: Thursday, May 2, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.7092	6.74
$α$	0.0526	23.61
$β$	0.9830	359.68
$ν$	6	5.31

Estimation Period:
Feb 9, 2006 to Apr 30, 2024