V-Lab
Korea Electric Terminal Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:32.86% (+3.55%)
Analysis last updated: Wednesday, May 15, 2024 at 11:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1451 | 5.54 | |
| 0.0839 | 6.77 | |
| 0.8291 | 32.14 | |
| -0.0339 | -0.37 | |
| -0.0391 | -0.30 | |
| 0.1247 | 1.56 | |
| 0.0054 | 0.07 | |
| -0.2205 | -2.37 | |
| 0.3673 | 3.61 | |
| -0.3887 | -3.82 | |
| 0.4281 | 4.55 | |
| -0.4887 | -4.34 | |
| 0.3796 | 2.52 |
Estimation Period:
Oct 16, 1996 to May 14, 2024
Oct 16, 1996 to May 14, 2024
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