V-Lab
Daegu Department Store GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:37.34% (+0.23%)
Analysis last updated: Friday, May 3, 2024 at 10:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0421 | 15.33 | |
| 0.0771 | 39.91 | |
| 0.9229 | 485.72 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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