V-Lab
Korea Electric Terminal Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:27.88% (-0.29%)
Analysis last updated: Wednesday, May 1, 2024 at 09:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1338 | 5.49 | |
| 0.0833 | 6.74 | |
| 0.8310 | 32.40 | |
| -0.0412 | -0.44 | |
| -0.0283 | -0.21 | |
| 0.1212 | 1.51 | |
| 0.0013 | 0.02 | |
| -0.2088 | -2.21 | |
| 0.3499 | 3.41 | |
| -0.3689 | -3.63 | |
| 0.4068 | 4.50 | |
| -0.4563 | -4.73 | |
| 0.3065 | 3.80 |
Estimation Period:
Oct 16, 1996 to Apr 30, 2024
Oct 16, 1996 to Apr 30, 2024
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