V-Lab
Korea Engineering Consultants Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:19.04% (+1.33%)
Analysis last updated: Tuesday, April 30, 2024 at 09:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4370 | 4.62 | |
| 0.2414 | 4.69 | |
| 0.3928 | 4.39 | |
| -0.1978 | -0.37 | |
| 0.3112 | 0.37 | |
| 0.1159 | 0.16 | |
| -0.2328 | -0.24 | |
| 0.2505 | 0.24 | |
| -1.2500 | -1.52 | |
| 1.9631 | 3.34 | |
| -1.1107 | -2.09 | |
| -0.6575 | -1.29 | |
| 1.4423 | 4.30 |
Estimation Period:
Apr 28, 2011 to Apr 26, 2024
Apr 28, 2011 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
Other Korea Engineering Consultants Corp Analyses