V-Lab
TS Corp/Korea AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:23.69% (-0.77%)
Analysis last updated: Sunday, April 21, 2024 at 12:22 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1513 | 17.72 | |
| 0.1103 | 40.78 | |
| 0.8690 | 292.69 | |
| -0.5535 | -6.60 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024