V-Lab
Shinhan Engineering & Construction Co Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, June 30th, 2020:436.73% (-58.14%)
Analysis last updated: Monday, March 1, 2021 at 06:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2326 | 6.81 | |
| 0.2531 | 16.18 | |
| 0.6699 | 33.58 |
Estimation Period:
Jan 3, 1990 to Jun 26, 2020
Jan 3, 1990 to Jun 26, 2020
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