V-Lab
Shinyoung Securities Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:22.37% (-0.59%)
Analysis last updated: Thursday, April 18, 2024 at 10:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0405 | 15.90 | |
| 0.0990 | 41.33 | |
| 0.8986 | 408.09 | |
| 0.0568 | 1.15 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
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