V-Lab
Kyungnam Energy Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 19th, 2016:224.39% (-79.31%)
Analysis last updated: Monday, March 1, 2021 at 09:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2695 | 4.16 | |
| 0.2754 | 2.16 | |
| 0.5260 | 9.53 | |
| -0.0940 | -0.47 |
Estimation Period:
Aug 15, 1994 to May 13, 2016
Aug 15, 1994 to May 13, 2016
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