V-Lab: Miwon Commercial Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Miwon Commercial Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:21.24% (+0.33%)

Analysis last updated: Saturday, April 27, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2222	20.48
$β$	0.6251	43.93
$γ$	-0.0967	-7.76
$λ_{1}$	0.0120	1.75
$λ_{2}$	0.0273	4.24
$λ_{3}$	0.9715	137.06

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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