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

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V-Lab

CJ Seafood Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:32.31% (-3.38%)

Analysis last updated: Thursday, May 16, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	47.8882	6.72
$α$	0.1257	113.99
$β$	0.9971	2468.05
$ν$	5	44.18

Estimation Period:
Jan 3, 1990 to May 14, 2024