V-Lab
Korea PetroChemical Ind Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:48.62% (+0.61%)
Analysis last updated: Sunday, May 19, 2024 at 12:16 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0498 | 21.04 | |
| 0.8798 | 161.55 | |
| 0.0169 | 3.99 | |
| 3.9143 | 1.19 | |
| 0.5938 | 1.49 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 11, 1999 to May 17, 2024
Aug 11, 1999 to May 17, 2024
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