V-Lab
Korea Petroleum Industries Co Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:117.48% (+8.52%)
Analysis last updated: Thursday, May 9, 2024 at 11:13 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8519 | 4.37 | |
| 0.2657 | 8.15 | |
| 0.6820 | 23.00 | |
| -0.0295 | -0.57 | |
| 0.1242 | 1.59 | |
| -0.2921 | -5.15 | |
| 0.3479 | 5.70 | |
| -0.1875 | -2.27 | |
| -0.0116 | -0.11 | |
| 0.1315 | 1.08 | |
| -0.1594 | -1.04 | |
| 0.1410 | 0.83 | |
| -0.0061 | -0.03 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
News Impact Curve
Volatility Forecasts
Other Korea Petroleum Industries Co Analyses