V-Lab
Shinyoung Securities Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:30.16% (-1.46%)
Analysis last updated: Thursday, May 2, 2024 at 11:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0402 | 15.90 | |
| 0.0983 | 41.32 | |
| 0.8993 | 411.02 | |
| 0.0564 | 1.13 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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