V-Lab: e-Corea Real Estate Investment Trusts Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

e-Corea Real Estate Investment Trusts Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, September 16th, 2015:1047.72% (+316.21%)

Analysis last updated: Monday, March 1, 2021 at 06:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1822.6890	8.96
$α$	0.2615	78.87
$β$	0.9956	2566.06
$ν$	2	352.62

Estimation Period:
Mar 10, 2011 to Sep 11, 2015

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