V-Lab
Korea Engineering Consultants Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:19.11% (+1.31%)
Analysis last updated: Tuesday, April 30, 2024 at 09:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4263 | 4.58 | |
| 0.2406 | 4.68 | |
| 0.3951 | 4.42 | |
| -0.2141 | -0.40 | |
| 0.3286 | 0.39 | |
| 0.1218 | 0.17 | |
| -0.2514 | -0.26 | |
| 0.2752 | 0.26 | |
| -1.2769 | -1.55 | |
| 1.9914 | 3.38 | |
| -1.1433 | -2.10 | |
| -0.6070 | -1.06 | |
| 1.3280 | 1.85 |
Estimation Period:
Apr 28, 2011 to Apr 26, 2024
Apr 28, 2011 to Apr 26, 2024
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