V-Lab
Korea Refractories Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:19.78% (+0.37%)
Analysis last updated: Wednesday, May 1, 2024 at 10:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4231 | 5.23 | |
| 0.1683 | 8.44 | |
| 0.7608 | 29.90 | |
| -0.0083 | -0.09 | |
| 0.1355 | 1.00 | |
| -0.2461 | -2.79 | |
| 0.1452 | 1.90 | |
| -0.0202 | -0.25 | |
| 0.1400 | 1.58 | |
| -0.3763 | -3.88 | |
| 0.3394 | 4.37 |
Estimation Period:
Aug 22, 1996 to Apr 30, 2024
Aug 22, 1996 to Apr 30, 2024
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