V-Lab
Korea Petroleum Industries Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:138.58% (-25.92%)
Analysis last updated: Saturday, April 27, 2024 at 11:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8315 | 5.06 | |
| 0.2537 | 8.37 | |
| 0.6819 | 22.86 | |
| -0.0063 | -0.13 | |
| 0.0851 | 1.14 | |
| -0.2606 | -4.73 | |
| 0.3186 | 5.27 | |
| -0.1633 | -2.00 | |
| -0.0296 | -0.30 | |
| 0.1458 | 1.25 | |
| -0.1811 | -1.30 | |
| 0.2009 | 1.50 | |
| -0.1709 | -1.98 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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