V-Lab
Dae Han Flour Mills Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:20.72% (-0.85%)
Analysis last updated: Thursday, May 2, 2024 at 11:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8486 | 4.29 | |
| 0.1345 | 10.01 | |
| 0.8002 | 46.59 | |
| 0.0752 | 2.14 | |
| -0.1658 | -3.34 | |
| 0.1535 | 5.45 | |
| -0.1072 | -4.13 | |
| 0.0582 | 2.50 | |
| 0.0010 | 0.05 | |
| -0.0213 | -1.59 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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