V-Lab
KT&G Corp GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:19.03% (-0.13%)
Analysis last updated: Wednesday, April 17, 2024 at 10:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0106 | 10.97 | |
| 0.0420 | 29.04 | |
| 0.9554 | 631.44 |
Estimation Period:
Oct 8, 1999 to Apr 12, 2024
Oct 8, 1999 to Apr 12, 2024