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

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V-Lab

Kolon Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:19.82% (-0.50%)

Analysis last updated: Saturday, May 11, 2024 at 03:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10.8392	5.57
$α$	0.0808	34.29
$β$	0.9853	367.25
$ν$	5	11.59

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