V-Lab
LG Display Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
67.39%
increased by 3.23%
1 Week
66.74%
increased by 2.58%
1 Month
64.33%
increased by 0.17%
Analysis last updated: Sunday, July 26, 2026 at 04:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 23, 2004 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 46 trading days, meaning a shock loses half its impact after approximately 46 days. Returns follow a Student-t distribution with v = 6.04 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 6.3435 | 6.74*** |
α ARCH Response to squared shocks | 0.0406 | 25.05*** |
β GARCH Volatility persistence | 0.9850 | 354.43*** |
ν DF Student-t tail thickness | 6.0443 | 3.65*** |
Persistence:
0.985
Half-life:
46 days
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