V-Lab: CJ CGV Co Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

CJ CGV Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:29.84% (-0.89%)

Analysis last updated: Saturday, May 18, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.2217	8.91
$α$	0.0758	15.20
$β$	0.9477	145.51
$ν$	5	4.14

Estimation Period:
Dec 27, 2004 to May 14, 2024