V-Lab
Hankuk Paper Manufacturing Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 29th, 2020:44.80% (-3.48%)
Analysis last updated: Sunday, March 21, 2021 at 05:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1313 | 23.15 | |
| 0.7426 | 77.61 | |
| -0.0102 | -1.48 | |
| 0.0074 | 2.07 | |
| 0.0221 | 6.55 | |
| 0.9771 | 279.64 |
Estimation Period:
Jan 3, 1990 to Jun 26, 2020
Jan 3, 1990 to Jun 26, 2020
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