V-Lab: Chonbang Co GAS-GARCH Student T Volatility Analysis

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V-Lab

Chonbang Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:32.08% (-4.24%)

Analysis last updated: Sunday, November 10, 2024 at 02:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	24.3174	4.18
$α$	0.1514	56.35
$β$	0.9776	180.46
$ν$	3	51.47

Estimation Period:
Jan 3, 1990 to Nov 8, 2024