V-Lab
Samsung C&T Corp/Old AGARCH Volatility Analysis
Volatility Prediction for Thursday, August 27th, 2015:50.76% (-1.19%)
Analysis last updated: Wednesday, August 26, 2015 at 07:39 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 10.43 | |
| 0.0504 | 34.00 | |
| 0.9443 | 548.08 | |
| 0.3918 | 6.17 |
Estimation Period:
Jan 3, 1990 to Aug 21, 2015
Jan 3, 1990 to Aug 21, 2015
News Impact Curve
Volatility Forecasts
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