V-Lab
Korea Petroleum Industries Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:120.89% (-10.49%)
Analysis last updated: Thursday, April 18, 2024 at 10:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8355 | 5.05 | |
| 0.2530 | 8.37 | |
| 0.6832 | 22.96 | |
| -0.0033 | -0.07 | |
| 0.0781 | 1.04 | |
| -0.2524 | -4.55 | |
| 0.3098 | 5.05 | |
| -0.1541 | -1.85 | |
| -0.0382 | -0.38 | |
| 0.1529 | 1.30 | |
| -0.1862 | -1.33 | |
| 0.2032 | 1.53 | |
| -0.1709 | -1.98 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
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