V-Lab
Samsung Climate Control Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:27.10% (-2.51%)
Analysis last updated: Sunday, April 21, 2024 at 12:17 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1374 | 19.90 | |
| 0.7470 | 64.94 | |
| -0.0077 | -0.70 | |
| 0.0159 | 2.83 | |
| 0.0237 | 3.59 | |
| 0.9741 | 139.62 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024
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