V-Lab: Kolon Enp Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Kolon Enp Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:23.90% (-1.57%)

Analysis last updated: Friday, May 3, 2024 at 12:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	67.9505	6.78
$α$	0.0827	66.78
$β$	0.9988	6016.86
$ν$	4	36.25

Estimation Period:
Jun 15, 2011 to Apr 30, 2024