V-Lab
Kumho Petrochemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:51.23% (-3.31%)
Analysis last updated: Wednesday, May 1, 2024 at 10:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7919 | 7.13 | |
| 0.1029 | 9.30 | |
| 0.8431 | 49.95 | |
| -0.0085 | -0.29 | |
| 0.0362 | 0.86 | |
| -0.0789 | -2.54 | |
| 0.1161 | 3.41 | |
| -0.1599 | -4.66 | |
| 0.1788 | 5.82 | |
| -0.1172 | -4.12 | |
| 0.0389 | 1.86 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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