V-Lab
Samyang Entech Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2014:28.25% (-0.92%)
Analysis last updated: Monday, December 29, 2014 at 06:09 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3651 | 26.95 | |
| 0.2303 | 43.49 | |
| 0.7579 | 163.52 | |
| 0.0520 | 0.94 |
Estimation Period:
Jan 3, 1990 to Nov 21, 2014
Jan 3, 1990 to Nov 21, 2014
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