V-Lab: LG Electronics Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

LG Electronics Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:26.46% (+1.18%)

Analysis last updated: Tuesday, April 30, 2024 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	20.6552	7.74
$α$	0.0435	54.26
$β$	0.9990	8612.07
$ν$	5	21.54

Estimation Period:
Apr 22, 2002 to Apr 26, 2024