V-Lab
Seoul Broadcasting System EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:26.31% (-0.62%)
Analysis last updated: Wednesday, May 15, 2024 at 11:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0382 | 18.54 | |
| 0.1258 | 21.27 | |
| 0.9834 | 1029.74 | |
| -0.0003 | -0.08 |
Estimation Period:
May 25, 1999 to May 14, 2024
May 25, 1999 to May 14, 2024
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