V-Lab
Sangsangin Investment & Securities Co Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:31.86% (-0.84%)
Analysis last updated: Tuesday, May 7, 2024 at 10:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5540 | 14.86 | |
| 0.1539 | 30.21 | |
| 0.8188 | 148.03 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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