V-Lab
KT&G Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:17.27% (-0.62%)
Analysis last updated: Thursday, May 2, 2024 at 11:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 16.99 | |
| 0.1034 | 27.83 | |
| 0.9918 | 1644.72 | |
| 0.0036 | 0.91 |
Estimation Period:
Oct 8, 1999 to Apr 30, 2024
Oct 8, 1999 to Apr 30, 2024