V-Lab
Korea Engineering Consultants Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:33.42% (+13.64%)
Analysis last updated: Wednesday, May 1, 2024 at 09:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4398 | 4.61 | |
| 0.2441 | 4.70 | |
| 0.3907 | 4.38 | |
| -0.1979 | -0.37 | |
| 0.3118 | 0.37 | |
| 0.1148 | 0.16 | |
| -0.2324 | -0.24 | |
| 0.2528 | 0.24 | |
| -1.2554 | -1.52 | |
| 1.9712 | 3.36 | |
| -1.1252 | -2.12 | |
| -0.6254 | -1.23 | |
| 1.4011 | 4.19 |
Estimation Period:
Apr 28, 2011 to Apr 30, 2024
Apr 28, 2011 to Apr 30, 2024
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