V-Lab
Sangsangin Investment & Securities Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:31.03% (-0.66%)
Analysis last updated: Sunday, April 21, 2024 at 12:20 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5843 | 14.45 | |
| 0.1596 | 30.14 | |
| 0.8114 | 139.06 | |
| 0.0851 | 1.04 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024
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