V-Lab
Korea Development Corp GARCH Volatility Analysis
Volatility Prediction for Monday, June 29th, 2020:49.35% (-2.52%)
Analysis last updated: Monday, March 1, 2021 at 06:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1493 | 14.46 | |
| 0.1018 | 37.66 | |
| 0.8892 | 329.93 |
Estimation Period:
Jan 3, 1990 to Jun 26, 2020
Jan 3, 1990 to Jun 26, 2020
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