V-Lab
Korea Electric Terminal Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:25.96% (-0.41%)
Analysis last updated: Sunday, April 21, 2024 at 12:09 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0890 | 13.14 | |
| 0.0558 | 18.04 | |
| 0.9349 | 343.59 | |
| -0.0013 | -0.26 |
Estimation Period:
Oct 16, 1996 to Apr 19, 2024
Oct 16, 1996 to Apr 19, 2024
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