V-Lab
Korea Electric Power Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:33.35% (-1.59%)
Analysis last updated: Wednesday, May 1, 2024 at 09:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8654 | 5.51 | |
| 0.0877 | 9.75 | |
| 0.8705 | 65.05 | |
| -0.0621 | -1.34 | |
| 0.1768 | 2.65 | |
| -0.2761 | -6.13 | |
| 0.2473 | 5.42 | |
| -0.0972 | -2.22 | |
| 0.0317 | 0.81 | |
| -0.0586 | -1.29 | |
| 0.0863 | 1.65 | |
| -0.1061 | -1.40 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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