V-Lab: CJ Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

CJ Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:38.52% (+0.99%)

Analysis last updated: Sunday, November 10, 2024 at 01:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.7095	8.10
$α$	0.0695	30.69
$β$	0.9832	481.71
$ν$	6	8.30

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