V-Lab
Woori Financial Capital Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, August 6th, 2021:20.25% (+0.42%)
Analysis last updated: Thursday, August 5, 2021 at 08:43 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6767 | 4.68 | |
| 0.2010 | 5.97 | |
| 0.5957 | 10.56 | |
| 0.4730 | 1.18 | |
| -0.8559 | -1.42 | |
| 1.1015 | 2.57 | |
| -1.5649 | -3.84 | |
| 1.3486 | 3.51 | |
| -0.3963 | -0.97 | |
| -0.2310 | -0.49 | |
| -0.3478 | -0.59 |
Estimation Period:
Jun 25, 2009 to Jul 30, 2021
Jun 25, 2009 to Jul 30, 2021
News Impact Curve
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