V-Lab
Korea Electronic Power Industrial Development Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:57.96% (+27.82%)
Analysis last updated: Saturday, April 27, 2024 at 11:38 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1467 | 8.47 | |
| 0.1277 | 7.87 | |
| 0.8510 | 74.51 | |
| 0.0426 | 2.83 |
Estimation Period:
Dec 16, 2010 to Apr 26, 2024
Dec 16, 2010 to Apr 26, 2024
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