V-Lab
Toray Chemical Korea Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 22nd, 2018:16.82% (+0.10%)
Analysis last updated: Monday, March 1, 2021 at 07:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1481 | 4.88 | |
| 0.2253 | 20.20 | |
| 0.9463 | 85.24 | |
| -0.0198 | -1.39 |
Estimation Period:
Jan 3, 1990 to Feb 14, 2018
Jan 3, 1990 to Feb 14, 2018
News Impact Curve
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