V-Lab
Shinsegae Information & Communication Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:25.13% (+0.02%)
Analysis last updated: Thursday, April 18, 2024 at 10:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0674 | 10.69 | |
| 0.1659 | 23.48 | |
| 0.9701 | 332.81 | |
| 0.0334 | 5.10 |
Estimation Period:
Nov 20, 2000 to Apr 12, 2024
Nov 20, 2000 to Apr 12, 2024
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