V-Lab
Bumyang Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:63.89% (-2.33%)
Analysis last updated: Saturday, May 4, 2024 at 11:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8392 | 5.30 | |
| 0.0900 | 8.12 | |
| 0.8859 | 59.29 | |
| 0.0548 | 1.53 | |
| -0.0677 | -1.20 | |
| -0.0505 | -1.15 | |
| 0.1456 | 3.48 | |
| -0.1401 | -3.56 | |
| 0.1051 | 2.92 | |
| -0.0708 | -2.85 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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