V-Lab
Korea Engineering Consultants Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:47.91% (+22.37%)
Analysis last updated: Wednesday, May 1, 2024 at 09:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.5488 | 22.92 | |
| 0.2339 | 15.27 | |
| -0.3264 | -9.56 | |
| 0.3608 | 0.58 | |
| 0.2127 | 1.41 | |
| 0.7621 | 3.40 |
Estimation Period:
Apr 28, 2011 to Apr 30, 2024
Apr 28, 2011 to Apr 30, 2024
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