V-Lab
Green Cross Corp/South Korea Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:25.15% (+2.73%)
Analysis last updated: Thursday, May 9, 2024 at 12:42 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8677 | 5.84 | |
| 0.1313 | 9.39 | |
| 0.8051 | 39.39 | |
| 0.0157 | 0.50 | |
| 0.0063 | 0.14 | |
| -0.1227 | -3.54 | |
| 0.1898 | 4.30 | |
| -0.1434 | -2.85 | |
| 0.1073 | 2.41 | |
| -0.0548 | -1.21 | |
| -0.1000 | -1.54 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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