V-Lab
Shinhan Engineering & Construction Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, June 30th, 2020:280.54% (-21.28%)
Analysis last updated: Monday, March 1, 2021 at 09:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1692 | 8.71 | |
| 0.2383 | 20.68 | |
| 0.9504 | 175.41 | |
| 0.0814 | 12.95 |
Estimation Period:
Jan 3, 1990 to Jun 26, 2020
Jan 3, 1990 to Jun 26, 2020
News Impact Curve
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