V-Lab
Korea Engineering Consultants Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 14th, 2024:18.75% (+2.39%)
Analysis last updated: Wednesday, May 15, 2024 at 02:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4141 | 4.55 | |
| 0.2427 | 4.72 | |
| 0.3914 | 4.40 | |
| -0.2442 | -0.46 | |
| 0.3764 | 0.46 | |
| 0.0883 | 0.12 | |
| -0.2176 | -0.23 | |
| 0.2286 | 0.22 | |
| -1.2263 | -1.48 | |
| 1.9794 | 3.31 | |
| -1.1848 | -2.17 | |
| -0.5747 | -1.00 | |
| 1.4217 | 1.98 |
Estimation Period:
Apr 28, 2011 to May 10, 2024
Apr 28, 2011 to May 10, 2024
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