V-Lab
KT&G Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:17.48% (-0.33%)
Analysis last updated: Saturday, April 27, 2024 at 11:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 9.82 | |
| 0.0487 | 18.26 | |
| 0.9550 | 624.99 | |
| -0.0128 | -3.46 |
Estimation Period:
Oct 8, 1999 to Apr 26, 2024
Oct 8, 1999 to Apr 26, 2024