V-Lab
Daol Investment & Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:29.17% (+0.20%)
Analysis last updated: Saturday, May 11, 2024 at 03:45 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1021 | 19.52 | |
| 0.6796 | 41.46 | |
| 0.0822 | 8.90 | |
| 0.1118 | 3.99 | |
| 0.0429 | 4.28 | |
| 0.9488 | 83.74 |
Estimation Period:
Nov 19, 1996 to May 3, 2024
Nov 19, 1996 to May 3, 2024
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