V-Lab
LG H&H Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:36.42% (-0.31%)
Analysis last updated: Sunday, May 19, 2024 at 12:09 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.9111 | 9.62 | |
| 0.0676 | 17.69 | |
| 0.9533 | 170.00 | |
| 5 | 5.22 |
Estimation Period:
Apr 25, 2001 to May 17, 2024
Apr 25, 2001 to May 17, 2024
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