V-Lab
Hanyang Securities Co Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:19.04% (-0.07%)
Analysis last updated: Saturday, April 20, 2024 at 12:06 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 11.32 | |
| 0.0708 | 38.40 | |
| 0.9291 | 551.69 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
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