V-Lab
Daegu Department Store EGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:46.77% (+1.08%)
Analysis last updated: Sunday, April 21, 2024 at 12:17 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0392 | 23.14 | |
| 0.1756 | 44.07 | |
| 0.9876 | 1452.37 | |
| 0.0097 | 2.42 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024
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