V-Lab
Daol Investment & Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:30.51% (-0.72%)
Analysis last updated: Saturday, April 27, 2024 at 11:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1020 | 19.51 | |
| 0.6792 | 41.31 | |
| 0.0822 | 8.89 | |
| 0.1131 | 3.98 | |
| 0.0430 | 4.26 | |
| 0.9487 | 83.21 |
Estimation Period:
Nov 19, 1996 to Apr 26, 2024
Nov 19, 1996 to Apr 26, 2024
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