V-Lab
Korea Petroleum Industries Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:148.67% (-25.43%)
Analysis last updated: Saturday, April 27, 2024 at 11:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 40.7507 | 4.09 | |
| 0.1436 | 114.03 | |
| 0.9923 | 541.37 | |
| 3 | 71.68 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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