V-Lab
Korea Development Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, June 29th, 2020:50.77% (-3.70%)
Analysis last updated: Monday, March 1, 2021 at 05:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0678 | 17.48 | |
| 0.2249 | 42.15 | |
| 0.9763 | 612.87 | |
| 0.0017 | 0.36 |
Estimation Period:
Jan 3, 1990 to Jun 26, 2020
Jan 3, 1990 to Jun 26, 2020
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