V-Lab
e-Corea Real Estate Investment Trusts Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, September 16th, 2015:404.73% (-96.32%)
Analysis last updated: Tuesday, September 15, 2015 at 07:38 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2040 | 14.58 | |
| 0.3031 | 23.68 | |
| 0.6500 | 47.81 | |
| -0.3569 | -1.65 |
Estimation Period:
Mar 10, 2011 to Sep 11, 2015
Mar 10, 2011 to Sep 11, 2015
News Impact Curve
Volatility Forecasts
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