V-Lab
Samhwa Crown & Closure Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:12.01% (-0.65%)
Analysis last updated: Tuesday, May 7, 2024 at 10:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8549 | 5.96 | |
| 0.2352 | 8.11 | |
| 0.6538 | 19.70 | |
| -0.0428 | -0.73 | |
| 0.1150 | 1.35 | |
| -0.2271 | -4.27 | |
| 0.2198 | 3.95 | |
| 0.0109 | 0.17 | |
| -0.1955 | -2.96 | |
| 0.2106 | 3.62 | |
| -0.2110 | -2.78 | |
| 0.3720 | 2.57 | |
| -0.6336 | -2.38 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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