V-Lab
Daehan Synthetic Fiber Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:23.63% (-2.15%)
Analysis last updated: Thursday, May 2, 2024 at 11:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2828 | 31.85 | |
| 0.5232 | 38.03 | |
| -0.0585 | -4.98 | |
| 0.0465 | 2.76 | |
| 0.0604 | 7.08 | |
| 0.9355 | 101.85 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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