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

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V-Lab

LG Life Sciences Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, December 28th, 2016:29.92% (-0.97%)

Analysis last updated: Monday, March 1, 2021 at 08:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	53.4721	5.50
$α$	0.0655	45.50
$β$	0.9990	5676.14
$ν$	6	8.60

Estimation Period:
Aug 16, 2002 to Dec 23, 2016