V-Lab
Shinsegae International Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:27.66% (-0.39%)
Analysis last updated: Wednesday, May 1, 2024 at 09:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3919 | 5.18 | |
| 0.0553 | 3.41 | |
| 0.8364 | 13.34 | |
| 0.0342 | 0.14 | |
| 0.5813 | 1.68 | |
| -1.4293 | -6.34 | |
| 1.6440 | 6.88 | |
| -1.5325 | -5.76 | |
| 1.1414 | 2.93 | |
| -0.8119 | -1.55 | |
| 0.5818 | 1.46 |
Estimation Period:
Jul 14, 2011 to Apr 30, 2024
Jul 14, 2011 to Apr 30, 2024
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