V-Lab
KCTC AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:41.03% (-3.07%)
Analysis last updated: Wednesday, May 1, 2024 at 10:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3966 | 26.56 | |
| 0.1680 | 39.14 | |
| 0.8133 | 200.46 | |
| -0.1590 | -2.56 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024