V-Lab: LG Chem Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

LG Chem Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:37.16% (-1.23%)

Analysis last updated: Friday, May 3, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.4418	5.37
$α$	0.0423	41.59
$β$	0.9947	1070.73
$ν$	5	9.21

Estimation Period:
Apr 25, 2001 to Apr 30, 2024