V-Lab
NamKwang Engineering & Construction Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:14.14% (-0.56%)
Analysis last updated: Saturday, May 11, 2024 at 03:56 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6420 | 4.66 | |
| 0.1623 | 11.40 | |
| 0.7811 | 40.88 | |
| -0.0074 | -0.18 | |
| 0.0618 | 1.07 | |
| -0.1535 | -4.18 | |
| 0.1315 | 2.94 | |
| 0.0592 | 1.00 | |
| -0.2484 | -3.56 | |
| 0.2821 | 4.49 | |
| -0.3311 | -3.67 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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