V-Lab
Lotte Tour Development Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:62.13% (-5.22%)
Analysis last updated: Thursday, May 2, 2024 at 11:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 84.7169 | 7.39 | |
| 0.0786 | 83.83 | |
| 0.9981 | 4247.14 | |
| 3 | 89.05 |
Estimation Period:
Jun 8, 2006 to Apr 30, 2024
Jun 8, 2006 to Apr 30, 2024
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