V-Lab
Sungjee Construction Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 4th, 2018:584.21% (-69.93%)
Analysis last updated: Tuesday, October 2, 2018 at 07:24 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4988 | 2.84 | |
| 0.2180 | 8.52 | |
| 0.6864 | 22.70 | |
| -0.0038 | -0.04 | |
| -0.1841 | -1.48 | |
| 0.3344 | 5.28 | |
| -0.1371 | -2.14 | |
| -0.0343 | -0.48 | |
| -0.1208 | -1.12 | |
| 0.7853 | 3.11 |
Estimation Period:
Mar 17, 1995 to Oct 2, 2018
Mar 17, 1995 to Oct 2, 2018
News Impact Curve
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