V-Lab
KBI Dongkook Industrial Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:20.79% (-1.08%)
Analysis last updated: Tuesday, April 30, 2024 at 09:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8934 | 4.65 | |
| 0.1168 | 6.59 | |
| 0.7621 | 25.54 | |
| 0.0218 | 0.37 | |
| 0.0613 | 0.79 | |
| -0.2770 | -6.14 | |
| 0.3265 | 6.17 | |
| -0.1278 | -2.17 | |
| -0.0812 | -1.42 | |
| 0.1394 | 2.09 | |
| -0.0939 | -1.38 | |
| 0.0639 | 0.95 | |
| -0.1742 | -0.90 |
Estimation Period:
Sep 17, 1990 to Apr 26, 2024
Sep 17, 1990 to Apr 26, 2024
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