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 Wednesday, June 4th, 2025:25.40% (-1.07%)

Analysis last updated: Wednesday, June 4, 2025 at 12:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	43.1747	8.80
$α$	0.1180	101.47
$β$	0.9979	4,536.00
$ν$	2.3032	588.00

Estimation Period:
Jan 31, 2012 to Jun 2, 2025