V-Lab
KEPCO Engineering & Construction Co Inc GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:51.35% (-0.47%)
Analysis last updated: Sunday, April 21, 2024 at 12:09 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5163 | 15.93 | |
| 0.0873 | 24.57 | |
| 0.8573 | 171.43 |
Estimation Period:
Dec 14, 2009 to Apr 19, 2024
Dec 14, 2009 to Apr 19, 2024
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