V-Lab
Lotte Chilsung Beverage Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:19.76% (+1.79%)
Analysis last updated: Saturday, May 11, 2024 at 03:52 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.8111 | 9.93 | |
| 0.0740 | 118.95 | |
| 0.9971 | 3391.56 | |
| 3 | 231.29 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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