V-Lab
KB Capital Co Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 5th, 2017:28.24% (-0.35%)
Analysis last updated: Monday, March 1, 2021 at 05:38 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0894 | 8.65 | |
| 0.0830 | 32.65 | |
| 0.9131 | 440.89 |
Estimation Period:
Nov 19, 1996 to Jun 30, 2017
Nov 19, 1996 to Jun 30, 2017
News Impact Curve
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