V-Lab
Seoul Broadcasting System MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:36.97% (-0.14%)
Analysis last updated: Wednesday, May 1, 2024 at 09:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0592 | 19.80 | |
| 0.8629 | 158.64 | |
| 0.0285 | 5.46 | |
| 0.0552 | 3.33 | |
| 0.0635 | 4.85 | |
| 0.9279 | 58.00 |
Estimation Period:
May 25, 1999 to Apr 30, 2024
May 25, 1999 to Apr 30, 2024
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