V-Lab
KT&G Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:17.94% (-0.06%)
Analysis last updated: Saturday, April 20, 2024 at 12:10 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6296 | 8.46 | |
| 0.0425 | 6.59 | |
| 0.9477 | 115.04 | |
| 0.0022 | 4.56 |
Estimation Period:
Oct 8, 1999 to Apr 12, 2024
Oct 8, 1999 to Apr 12, 2024