V-Lab
Union Corp/Korea EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:46.72% (-3.75%)
Analysis last updated: Wednesday, May 1, 2024 at 10:14 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1236 | 17.70 | |
| 0.3333 | 34.01 | |
| 0.9619 | 437.82 | |
| 0.0006 | 0.08 |
Estimation Period:
Jul 3, 1996 to Apr 30, 2024
Jul 3, 1996 to Apr 30, 2024
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