V-Lab: iMarketKorea Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

iMarketKorea Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:9.20% (-0.23%)

Analysis last updated: Saturday, May 11, 2024 at 03:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	17.0139	11.02
$α$	0.0630	64.36
$β$	0.9988	8998.64
$ν$	4	113.39

Estimation Period:
Jul 30, 2010 to May 3, 2024