V-Lab
Lotte Non-Life Insurance Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, May 14th, 2024:35.49% (-2.56%)
Analysis last updated: Wednesday, May 15, 2024 at 02:42 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.4585 | 4.70 | |
| 0.1061 | 91.93 | |
| 0.9940 | 800.94 | |
| 4 | 48.42 |
Estimation Period:
Jan 3, 1990 to May 10, 2024
Jan 3, 1990 to May 10, 2024
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