V-Lab
Shinsung FA Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, December 14th, 2016:54.30% (-4.32%)
Analysis last updated: Tuesday, December 13, 2016 at 08:06 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2822 | 20.59 | |
| 0.1627 | 31.32 | |
| 0.7630 | 150.29 | |
| -0.1881 | -1.24 |
Estimation Period:
Sep 1, 2008 to Dec 9, 2016
Sep 1, 2008 to Dec 9, 2016
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