V-Lab
Daesung Group Partners Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, July 28th, 2017:50.23% (-1.25%)
Analysis last updated: Thursday, July 27, 2017 at 11:19 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7242 | 6.40 | |
| 0.1642 | 9.00 | |
| 0.7320 | 23.86 | |
| -0.0983 | -2.12 | |
| 0.2104 | 3.06 | |
| -0.2448 | -4.74 | |
| 0.1644 | 2.96 | |
| 0.0752 | 1.07 | |
| -0.2650 | -3.35 | |
| 0.3059 | 3.45 | |
| -0.2175 | -2.90 |
Estimation Period:
Jan 3, 1990 to Jul 21, 2017
Jan 3, 1990 to Jul 21, 2017
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