V-Lab
TAEKYUNG BK Co Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:25.72% (-1.25%)
Analysis last updated: Saturday, May 11, 2024 at 03:48 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0537 | 16.79 | |
| 0.1104 | 28.38 | |
| 0.8896 | 261.28 |
Estimation Period:
Jan 6, 1992 to May 3, 2024
Jan 6, 1992 to May 3, 2024
News Impact Curve
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