V-Lab
Hwacheon Machine Tool Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:19.88% (-0.09%)
Analysis last updated: Saturday, May 11, 2024 at 03:56 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3261 | 6.08 | |
| 0.2024 | 6.17 | |
| 0.6465 | 14.65 | |
| 0.1269 | 4.86 | |
| -0.1686 | -4.61 | |
| 0.0585 | 2.75 | |
| -0.0194 | -0.90 | |
| 0.0215 | 0.58 |
Estimation Period:
Nov 18, 1999 to May 3, 2024
Nov 18, 1999 to May 3, 2024
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