V-Lab: Iljin Display Co Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Iljin Display Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:38.37% (-1.42%)

Analysis last updated: Sunday, May 19, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	14.1509	8.28
$α$	0.0967	17.91
$β$	0.9201	88.35
$ν$	4	7.93

Estimation Period:
Jan 9, 2002 to May 17, 2024