V-Lab
Woori Investment Bank Co Ltd/Gwangju Korea EGARCH Volatility Analysis
Volatility Prediction for Tuesday, August 29th, 2023:11.57% (-0.50%)
Analysis last updated: Tuesday, August 29, 2023 at 08:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1305 | 19.14 | |
| 0.2997 | 40.36 | |
| 0.9559 | 396.82 | |
| 0.0106 | 1.91 |
Estimation Period:
Jan 3, 1990 to Aug 25, 2023
Jan 3, 1990 to Aug 25, 2023
News Impact Curve
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