V-Lab
Korea Aerospace Industries Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:33.25% (-1.42%)
Analysis last updated: Thursday, May 2, 2024 at 11:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2792 | 9.95 | |
| 0.0955 | 11.38 | |
| 0.8614 | 80.72 |
Estimation Period:
Jun 30, 2011 to Apr 30, 2024
Jun 30, 2011 to Apr 30, 2024
News Impact Curve
Volatility Forecasts
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