V-Lab
Shinsung E&G Energy Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:47.83% (-1.98%)
Analysis last updated: Saturday, April 27, 2024 at 11:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7625 | 6.19 | |
| 0.0975 | 7.44 | |
| 0.8560 | 45.97 | |
| -0.1024 | -5.15 | |
| 0.1546 | 5.15 | |
| -0.0747 | -3.49 | |
| 0.0211 | 0.90 | |
| 0.0286 | 0.82 |
Estimation Period:
Jul 31, 1996 to Apr 26, 2024
Jul 31, 1996 to Apr 26, 2024
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