V-Lab
Korea Development Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, June 29th, 2020:49.37% (-2.65%)
Analysis last updated: Saturday, June 27, 2020 at 03:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1546 | 14.90 | |
| 0.1048 | 37.76 | |
| 0.8861 | 317.83 | |
| -0.0470 | -0.73 |
Estimation Period:
Jan 3, 1990 to Jun 26, 2020
Jan 3, 1990 to Jun 26, 2020
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