V-Lab
Shinhan Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, June 30th, 2020:439.83% (-46.27%)
Analysis last updated: Monday, June 29, 2020 at 09:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6349 | 5.25 | |
| 0.1860 | 7.50 | |
| 0.7308 | 23.96 | |
| -0.0295 | -0.55 | |
| 0.1340 | 1.68 | |
| -0.2579 | -4.64 | |
| 0.1947 | 3.48 | |
| 0.0335 | 0.53 | |
| -0.1862 | -2.29 | |
| 0.2445 | 1.82 | |
| -0.2082 | -1.52 |
Estimation Period:
Jan 3, 1990 to Jun 26, 2020
Jan 3, 1990 to Jun 26, 2020
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