V-Lab
Kyeryong Construction Industrial Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:16.13% (+0.39%)
Analysis last updated: Saturday, May 11, 2024 at 03:49 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6454 | 3.04 | |
| 0.2117 | 8.58 | |
| 0.7411 | 32.05 | |
| -0.2611 | -4.77 | |
| 0.3513 | 4.56 | |
| -0.1326 | -2.89 | |
| 0.0784 | 1.85 | |
| -0.0602 | -1.42 | |
| 0.0708 | 1.61 | |
| -0.1917 | -2.88 |
Estimation Period:
Jan 30, 1996 to May 3, 2024
Jan 30, 1996 to May 3, 2024
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