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

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V-Lab

NCSoft Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:34.33% (-0.27%)

Analysis last updated: Thursday, May 9, 2024 at 12:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	36.2150	5.49
$α$	0.0394	54.33
$β$	0.9990	6795.92
$ν$	5	13.21

Estimation Period:
Jul 11, 2000 to May 3, 2024