V-Lab
Korea Gas Corp AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:33.24% (-1.94%)
Analysis last updated: Thursday, May 2, 2024 at 11:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4058 | 35.48 | |
| 0.1050 | 39.63 | |
| 0.8103 | 272.55 | |
| 0.0256 | 0.47 |
Estimation Period:
Dec 15, 1999 to Apr 30, 2024
Dec 15, 1999 to Apr 30, 2024
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