V-Lab
Shinhan Engineering & Construction Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, June 30th, 2020:475.83% (-45.38%)
Analysis last updated: Monday, June 29, 2020 at 09:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6393 | 4.97 | |
| 0.1831 | 7.25 | |
| 0.7430 | 26.47 | |
| -0.0426 | -0.77 | |
| 0.1594 | 1.94 | |
| -0.2827 | -4.93 | |
| 0.2246 | 3.90 | |
| -0.0227 | -0.37 | |
| -0.0529 | -0.80 | |
| -0.0688 | -0.72 | |
| 0.4622 | 1.85 |
Estimation Period:
Jan 3, 1990 to Jun 26, 2020
Jan 3, 1990 to Jun 26, 2020
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