V-Lab
KT&G Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:17.89% (+0.27%)
Analysis last updated: Saturday, May 4, 2024 at 11:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 9.82 | |
| 0.0487 | 18.26 | |
| 0.9550 | 625.00 | |
| -0.0128 | -3.46 |
Estimation Period:
Oct 8, 1999 to May 3, 2024
Oct 8, 1999 to May 3, 2024