V-Lab
Bumyang Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:49.66% (-1.09%)
Analysis last updated: Sunday, April 21, 2024 at 12:23 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8442 | 5.23 | |
| 0.0904 | 8.07 | |
| 0.8862 | 59.55 | |
| 0.0545 | 1.50 | |
| -0.0667 | -1.16 | |
| -0.0520 | -1.17 | |
| 0.1466 | 3.47 | |
| -0.1396 | -3.53 | |
| 0.1020 | 2.83 | |
| -0.0663 | -2.66 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024
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