V-Lab: Kangnam Jevisco Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Kangnam Jevisco Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:46.99% (-4.33%)

Analysis last updated: Thursday, May 16, 2024 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.7561	4.94
$α$	0.0904	44.06
$β$	0.9868	357.40
$ν$	4	19.65

Estimation Period:
Jan 3, 1990 to May 14, 2024