V-Lab: LG Electronics Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

LG Electronics Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:25.02% (-0.48%)

Analysis last updated: Wednesday, May 15, 2024 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	20.5583	7.75
$α$	0.0433	54.30
$β$	0.9990	8612.07
$ν$	5	21.76

Estimation Period:
Apr 22, 2002 to May 14, 2024