V-Lab
Heungkuk Fire & Marine Insurance Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:38.94% (-3.37%)
Analysis last updated: Friday, May 3, 2024 at 10:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9206 | 6.16 | |
| 0.1754 | 9.00 | |
| 0.7662 | 35.05 | |
| 0.0187 | 1.62 | |
| -0.0454 | -2.63 | |
| 0.0164 | 1.30 | |
| 0.0433 | 3.43 | |
| -0.0457 | -4.46 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
News Impact Curve
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