V-Lab
Kyungnam Energy Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 19th, 2016:222.75% (-161.20%)
Analysis last updated: Wednesday, May 18, 2016 at 07:23 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5942 | 20.47 | |
| 0.6378 | 9.03 | |
| 0.3328 | 7.39 | |
| -1.1867 | -5.70 |
Estimation Period:
Aug 15, 1994 to May 13, 2016
Aug 15, 1994 to May 13, 2016
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