V-Lab
KEPCO Plant Service & Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:27.04% (-0.07%)
Analysis last updated: Saturday, April 27, 2024 at 11:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3447 | 7.68 | |
| 0.0766 | 4.65 | |
| 0.8948 | 47.64 | |
| 0.0027 | 2.75 |
Estimation Period:
Dec 14, 2007 to Apr 26, 2024
Dec 14, 2007 to Apr 26, 2024
News Impact Curve
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