V-Lab
Kumho Petrochemical Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:42.45% (-0.09%)
Analysis last updated: Thursday, May 9, 2024 at 12:39 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7661 | 6.94 | |
| 0.1036 | 9.37 | |
| 0.8412 | 49.79 | |
| -0.0189 | -0.66 | |
| 0.0527 | 1.26 | |
| -0.0897 | -2.92 | |
| 0.1247 | 3.69 | |
| -0.1658 | -4.86 | |
| 0.1803 | 5.77 | |
| -0.1111 | -3.22 | |
| 0.0138 | 0.22 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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