V-Lab
Korea Development Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 29th, 2020:49.17% (-2.51%)
Analysis last updated: Monday, March 1, 2021 at 07:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1497 | 14.38 | |
| 0.1004 | 23.39 | |
| 0.8890 | 327.43 | |
| 0.0033 | 0.39 |
Estimation Period:
Jan 3, 1990 to Jun 26, 2020
Jan 3, 1990 to Jun 26, 2020
News Impact Curve
Volatility Forecasts
Other Korea Development Corp Analyses