V-Lab
e-Corea Real Estate Investment Trusts Co Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, September 16th, 2015:517.67% (+31.84%)
Analysis last updated: Monday, March 1, 2021 at 06:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9047 | 8.25 | |
| 0.1844 | 17.62 | |
| 0.8011 | 66.23 |
Estimation Period:
Mar 10, 2011 to Sep 11, 2015
Mar 10, 2011 to Sep 11, 2015
News Impact Curve
Volatility Forecasts
Other e-Corea Real Estate Investment Trusts Co Ltd Analyses