V-Lab
Korea District Heating Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:42.92% (-1.06%)
Analysis last updated: Thursday, April 18, 2024 at 10:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1655 | 8.20 | |
| 0.0660 | 3.91 | |
| 0.9054 | 34.23 | |
| 0.0016 | 1.03 |
Estimation Period:
Jan 29, 2010 to Apr 12, 2024
Jan 29, 2010 to Apr 12, 2024
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