V-Lab: K-Top Reits Co Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

K-Top Reits Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:11.63% (+0.59%)

Analysis last updated: Sunday, May 11, 2025 at 06:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	42.9250	8.92
$α$	0.1178	101.32
$β$	0.9980	4,775.10
$ν$	2.3085	584.87

Estimation Period:
Jan 31, 2012 to May 9, 2025