V-Lab
Sangsangin Investment & Securities Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:29.82% (-0.43%)
Analysis last updated: Thursday, May 2, 2024 at 11:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5792 | 14.46 | |
| 0.1596 | 30.22 | |
| 0.8119 | 139.93 | |
| 0.0809 | 0.99 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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