V-Lab
KB Bookook No 1 Development REIT Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2015:600.72% (-147.90%)
Analysis last updated: Friday, February 27, 2015 at 07:28 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6038 | 1.62 | |
| 0.4024 | 20.54 | |
| 0.6412 | 21.83 | |
| 1.4790 | 6.42 |
Estimation Period:
Jun 12, 2012 to Feb 27, 2015
Jun 12, 2012 to Feb 27, 2015
News Impact Curve
Volatility Forecasts
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