V-Lab
Korea PetroChemical Ind Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:56.90% (-2.26%)
Analysis last updated: Thursday, May 2, 2024 at 11:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7719 | 6.01 | |
| 0.0659 | 7.16 | |
| 0.8932 | 55.18 | |
| 0.0478 | 3.01 | |
| -0.0652 | -2.88 | |
| 0.0295 | 2.20 | |
| -0.0165 | -1.81 |
Estimation Period:
Aug 11, 1999 to Apr 30, 2024
Aug 11, 1999 to Apr 30, 2024
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