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

V-Lab

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V-Lab

LG Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:30.60% (+2.92%)

Analysis last updated: Thursday, May 9, 2024 at 12:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.4277	5.32
$α$	0.0655	48.16
$β$	0.9939	952.01
$ν$	5	14.43

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