V-Lab
Woori Investment Bank Co Ltd/Gwangju Korea AGARCH Volatility Analysis
Volatility Prediction for Tuesday, August 29th, 2023:22.39% (-0.17%)
Analysis last updated: Tuesday, August 29, 2023 at 08:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2480 | 13.55 | |
| 0.1300 | 34.82 | |
| 0.8613 | 225.01 | |
| -0.0575 | -0.66 |
Estimation Period:
Jan 3, 1990 to Aug 25, 2023
Jan 3, 1990 to Aug 25, 2023
News Impact Curve
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