V-Lab
Shinhan Engineering & Construction Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, June 30th, 2020:407.39% (-89.08%)
Analysis last updated: Monday, June 29, 2020 at 09:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6399 | 27.58 | |
| 0.2690 | 14.15 | |
| 0.6715 | 39.65 | |
| -1.3528 | -5.07 |
Estimation Period:
Jan 3, 1990 to Jun 26, 2020
Jan 3, 1990 to Jun 26, 2020
News Impact Curve
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